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 | 0.53% | 1.83 CHF | 1.84 CHF | 290,000 | 290,000 | 284,042 | 284,042 | 537,204 CHF | 540,047 CHF | 99.42% | 99.42% |
15/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 270,000 | 270,000 | 272,062 | 272,062 | 559,258 CHF | 561,984 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 275,000 | 275,000 | 273,841 | 273,841 | 558,738 CHF | 561,477 CHF | 99.98% | 99.98% |
13/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 558,815 CHF | 561,504 CHF | 99.85% | 99.85% |
10/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 561,709 CHF | 564,433 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 280,000 | 280,000 | 280,427 | 280,427 | 546,888 CHF | 549,692 CHF | 98.93% | 98.93% |
07/05/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 285,000 | 285,000 | 286,540 | 286,540 | 537,250 CHF | 540,117 CHF | 99.88% | 99.88% |
06/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 538,254 CHF | 541,106 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 290,000 | 290,000 | 289,630 | 289,630 | 534,199 CHF | 537,096 CHF | 99.96% | 99.96% |
02/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 290,000 | 290,000 | 291,220 | 291,220 | 530,586 CHF | 533,499 CHF | 98.57% | 98.57% |