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 | 0.56% | 1.77 CHF | 1.78 CHF | 92,000 | 92,000 | 91,549 | 91,549 | 161,914 CHF | 162,830 CHF | 100.00% | 100.00% |
15/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 92,000 | 92,000 | 91,439 | 91,439 | 157,824 CHF | 158,740 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 92,000 | 92,000 | 91,607 | 91,607 | 158,335 CHF | 159,251 CHF | 99.99% | 99.99% |
13/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 92,000 | 92,000 | 91,621 | 91,621 | 157,048 CHF | 157,965 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 91,621 | 91,621 | 159,167 CHF | 160,083 CHF | 99.99% | 99.99% |
08/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 96,000 | 96,000 | 95,581 | 95,581 | 158,041 CHF | 158,997 CHF | 99.25% | 99.25% |
07/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 96,000 | 96,000 | 95,571 | 95,571 | 154,845 CHF | 155,801 CHF | 98.97% | 98.97% |
06/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 96,000 | 96,000 | 95,601 | 95,601 | 151,559 CHF | 152,515 CHF | 99.12% | 99.12% |
03/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 96,000 | 96,000 | 97,685 | 97,685 | 152,747 CHF | 153,724 CHF | 99.98% | 99.98% |
02/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 97,434 | 97,434 | 152,033 CHF | 153,007 CHF | 100.00% | 100.00% |