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 | 0.61% | 1.58 CHF | 1.59 CHF | 264,600 | 264,600 | 264,440 | 264,440 | 431,656 CHF | 434,302 CHF | 100.00% | 100.00% |
15/05/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 276,600 | 276,600 | 275,883 | 275,883 | 448,306 CHF | 451,072 CHF | 99.92% | 99.92% |
14/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 277,000 | 277,000 | 276,985 | 276,985 | 436,169 CHF | 438,939 CHF | 99.73% | 99.73% |
13/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 275,600 | 275,600 | 275,600 | 275,600 | 436,440 CHF | 439,196 CHF | 100.00% | 100.00% |
10/05/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 293,700 | 293,700 | 293,700 | 293,700 | 474,119 CHF | 477,056 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 326,400 | 326,400 | 326,358 | 326,358 | 457,306 CHF | 460,570 CHF | 99.67% | 99.67% |
07/05/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 368,300 | 368,300 | 368,205 | 368,205 | 461,755 CHF | 465,438 CHF | 99.68% | 99.68% |
06/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 399,000 | 399,000 | 399,000 | 399,000 | 455,723 CHF | 459,713 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 424,400 | 424,400 | 424,400 | 424,400 | 453,570 CHF | 457,814 CHF | 99.90% | 99.90% |
02/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 395,800 | 395,800 | 395,800 | 395,800 | 406,444 CHF | 410,402 CHF | 99.55% | 99.55% |