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 | 0.84% | 1.12 CHF | 1.13 CHF | 88,700 | 88,700 | 88,275 | 88,275 | 105,243 CHF | 106,126 CHF | 100.00% | 100.00% |
15/05/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 94,200 | 94,200 | 93,567 | 93,567 | 108,670 CHF | 109,608 CHF | 99.99% | 99.99% |
14/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 94,300 | 94,300 | 93,909 | 93,909 | 105,175 CHF | 106,114 CHF | 99.99% | 99.99% |
13/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 88,000 | 88,000 | 87,637 | 87,637 | 100,857 CHF | 101,733 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 95,700 | 95,700 | 95,306 | 95,306 | 113,645 CHF | 114,598 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 99,300 | 99,300 | 98,874 | 98,874 | 98,594 CHF | 99,582 CHF | 99.06% | 99.06% |
07/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 133,300 | 133,300 | 136,692 | 136,692 | 135,316 CHF | 136,683 CHF | 97.06% | 97.06% |
06/05/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 168,900 | 168,900 | 168,204 | 168,204 | 110,115 CHF | 111,797 CHF | 100.00% | 100.00% |
03/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 170,400 | 170,400 | 169,697 | 169,697 | 109,222 CHF | 110,919 CHF | 100.00% | 100.00% |
02/05/2024 | 1.47% | 0.62 CHF | 0.63 CHF | 147,700 | 147,700 | 147,091 | 147,091 | 99,466 CHF | 100,937 CHF | 100.00% | 100.00% |