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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 149,000 | 149,000 | 150,391 | 150,391 | 209,013 CHF | 210,518 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 149,000 | 149,000 | 148,703 | 148,703 | 211,945 CHF | 213,435 CHF | 100.00% | 100.00% |
14/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 149,000 | 149,000 | 150,437 | 150,437 | 208,960 CHF | 210,465 CHF | 99.98% | 99.98% |
13/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 149,000 | 149,000 | 149,007 | 149,007 | 208,923 CHF | 210,413 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 149,000 | 149,000 | 149,000 | 149,000 | 213,799 CHF | 215,289 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 149,000 | 149,000 | 148,908 | 148,908 | 212,383 CHF | 213,872 CHF | 99.15% | 99.15% |
07/05/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 149,000 | 149,000 | 148,951 | 148,951 | 211,979 CHF | 213,469 CHF | 99.85% | 99.85% |
06/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 208,828 CHF | 210,368 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 205,102 CHF | 206,642 CHF | 99.98% | 99.98% |
02/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 154,000 | 154,000 | 154,002 | 154,002 | 205,780 CHF | 207,320 CHF | 100.00% | 100.00% |