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 | 0.70% | 1.44 CHF | 1.45 CHF | 937,200 | 937,200 | 915,509 | 915,509 | 1,305,760 CHF | 1,314,930 CHF | 100.00% | 100.00% |
15/05/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 913,400 | 913,400 | 897,567 | 897,567 | 1,315,890 CHF | 1,324,890 CHF | 99.84% | 99.84% |
14/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 898,200 | 898,200 | 880,054 | 880,054 | 1,341,330 CHF | 1,350,130 CHF | 99.88% | 99.88% |
13/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 877,700 | 877,700 | 926,768 | 926,768 | 1,413,890 CHF | 1,423,160 CHF | 99.45% | 99.45% |
10/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 933,100 | 933,100 | 852,327 | 852,327 | 1,247,180 CHF | 1,255,700 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 812,200 | 812,200 | 828,979 | 828,979 | 1,342,310 CHF | 1,350,600 CHF | 99.29% | 99.29% |
07/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 831,300 | 831,300 | 793,129 | 793,129 | 1,272,890 CHF | 1,280,830 CHF | 100.00% | 100.00% |
06/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 788,400 | 788,400 | 788,400 | 788,400 | 1,251,070 CHF | 1,258,960 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 788,400 | 788,400 | 780,387 | 780,387 | 1,288,890 CHF | 1,296,690 CHF | 98.21% | 98.21% |
02/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 779,300 | 779,300 | 799,998 | 799,998 | 1,324,780 CHF | 1,332,780 CHF | 99.99% | 99.99% |