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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 137,171 CHF | 137,964 CHF | 100.00% | 100.00% |
21/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 80,000 | 80,000 | 79,247 | 79,247 | 133,550 CHF | 134,343 CHF | 99.69% | 99.69% |
17/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 131,426 CHF | 132,219 CHF | 100.00% | 100.00% |
16/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 135,933 CHF | 136,726 CHF | 100.00% | 100.00% |
15/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 80,000 | 80,000 | 79,251 | 79,251 | 137,529 CHF | 138,323 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 80,000 | 80,000 | 79,513 | 79,513 | 136,790 CHF | 137,585 CHF | 98.93% | 98.93% |
13/05/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 137,800 CHF | 138,593 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80,000 | 80,000 | 79,458 | 79,458 | 139,203 CHF | 139,998 CHF | 99.24% | 99.24% |
08/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80,000 | 80,000 | 79,855 | 79,855 | 140,811 CHF | 141,609 CHF | 99.41% | 99.41% |
07/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80,000 | 80,000 | 79,175 | 79,175 | 140,466 CHF | 141,259 CHF | 99.60% | 99.60% |