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 | 0.60% | 1.64 CHF | 1.65 CHF | 235,000 | 235,000 | 229,921 | 229,921 | 383,922 CHF | 386,223 CHF | 100.00% | 100.00% |
15/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 230,000 | 230,000 | 228,582 | 228,582 | 391,156 CHF | 393,447 CHF | 100.00% | 100.00% |
14/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 230,000 | 230,000 | 230,047 | 230,047 | 384,878 CHF | 387,179 CHF | 100.00% | 100.00% |
13/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 230,000 | 230,000 | 233,072 | 233,072 | 388,060 CHF | 390,391 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 387,148 CHF | 389,451 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 235,000 | 235,000 | 233,991 | 233,991 | 376,192 CHF | 378,533 CHF | 99.15% | 99.15% |
07/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 235,000 | 235,000 | 233,936 | 233,936 | 377,451 CHF | 379,791 CHF | 99.85% | 99.85% |
06/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 379,935 CHF | 382,275 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 235,000 | 235,000 | 234,044 | 234,044 | 378,506 CHF | 380,846 CHF | 99.96% | 99.96% |
02/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 379,729 CHF | 382,070 CHF | 100.00% | 100.00% |