Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 248,521 CHF | 250,121 CHF | 99.25% | 99.25% |
16/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 160,000 | 160,000 | 159,838 | 159,838 | 245,254 CHF | 246,854 CHF | 100.00% | 100.00% |
15/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 165,000 | 165,000 | 164,674 | 164,674 | 223,035 CHF | 224,685 CHF | 100.00% | 100.00% |
14/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 165,000 | 165,000 | 169,046 | 169,046 | 216,854 CHF | 218,545 CHF | 99.98% | 99.98% |
13/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 222,908 CHF | 224,558 CHF | 99.86% | 99.86% |
10/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 220,739 CHF | 222,389 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 214,610 CHF | 216,310 CHF | 98.62% | 98.62% |
07/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 170,000 | 170,000 | 169,917 | 169,917 | 208,247 CHF | 209,947 CHF | 99.88% | 99.88% |
06/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 170,000 | 170,000 | 170,291 | 170,291 | 202,829 CHF | 204,532 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 175,000 | 175,000 | 174,482 | 174,482 | 198,748 CHF | 200,492 CHF | 99.98% | 99.98% |