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 | 1.50% | 0.67 CHF | 0.68 CHF | 120,400 | 120,400 | 120,302 | 120,302 | 79,514 CHF | 80,718 CHF | 100.00% | 100.00% |
15/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 118,300 | 118,300 | 118,497 | 118,497 | 75,015 CHF | 76,203 CHF | 100.00% | 100.00% |
14/05/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 122,200 | 122,200 | 121,936 | 121,936 | 79,682 CHF | 80,902 CHF | 100.00% | 100.00% |
13/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 127,000 | 127,000 | 127,078 | 127,078 | 80,048 CHF | 81,319 CHF | 100.00% | 100.00% |
10/05/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 123,800 | 123,800 | 122,940 | 122,940 | 79,150 CHF | 80,379 CHF | 100.00% | 100.00% |
08/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 126,200 | 126,200 | 126,166 | 126,166 | 79,450 CHF | 80,711 CHF | 99.24% | 99.24% |
07/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 125,000 | 125,000 | 125,471 | 125,471 | 77,425 CHF | 78,680 CHF | 95.29% | 95.29% |
06/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 123,900 | 123,900 | 123,782 | 123,782 | 77,701 CHF | 78,938 CHF | 100.00% | 100.00% |
03/05/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 128,400 | 128,400 | 126,863 | 126,863 | 83,367 CHF | 84,636 CHF | 99.99% | 99.99% |
02/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 130,400 | 130,400 | 130,276 | 130,276 | 77,865 CHF | 79,168 CHF | 99.99% | 99.99% |