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 | 0.76% | 1.32 CHF | 1.33 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 274,356 CHF | 276,448 CHF | 100.00% | 100.00% |
15/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 210,000 | 210,000 | 208,648 | 208,648 | 268,476 CHF | 270,567 CHF | 100.00% | 100.00% |
14/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 210,000 | 210,000 | 209,308 | 209,308 | 269,282 CHF | 271,376 CHF | 99.99% | 99.99% |
13/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 287,872 CHF | 290,014 CHF | 100.00% | 100.00% |
10/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 220,000 | 220,000 | 217,858 | 217,858 | 297,988 CHF | 300,166 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 219,045 | 219,045 | 300,953 CHF | 303,144 CHF | 99.06% | 99.06% |
07/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 215,000 | 215,000 | 214,429 | 214,429 | 290,382 CHF | 292,526 CHF | 97.86% | 97.86% |
06/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 299,097 CHF | 301,285 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 220,000 | 220,000 | 219,538 | 219,538 | 304,866 CHF | 307,062 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 220,000 | 220,000 | 221,360 | 221,360 | 311,774 CHF | 313,988 CHF | 100.00% | 100.00% |