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 | 0.68% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 95,522 CHF | 96,166 CHF | 100.00% | 100.00% |
15/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 96,730 CHF | 97,374 CHF | 100.00% | 100.00% |
14/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 64,574 | 64,574 | 96,269 CHF | 96,916 CHF | 98.97% | 98.97% |
13/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 97,859 CHF | 98,504 CHF | 99.76% | 99.76% |
10/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 64,599 | 64,421 | 96,330 CHF | 96,709 CHF | 99.95% | 99.95% |
08/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 93,046 CHF | 93,691 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 65,000 | 65,000 | 64,391 | 64,389 | 92,334 CHF | 92,977 CHF | 100.00% | 100.00% |
06/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 92,418 CHF | 93,062 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 65,000 | 65,000 | 64,875 | 64,735 | 91,879 CHF | 92,328 CHF | 98.62% | 98.62% |
02/05/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 65,000 | 65,000 | 64,385 | 64,384 | 90,237 CHF | 90,881 CHF | 98.97% | 98.97% |