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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 330,000 | 330,000 | 329,234 | 329,234 | 502,817 CHF | 506,117 CHF | 99.74% | 99.74% |
14/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 330,000 | 330,000 | 338,031 | 338,031 | 528,275 CHF | 531,656 CHF | 100.00% | 100.00% |
13/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 504,970 CHF | 508,270 CHF | 99.88% | 99.88% |
10/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 507,677 CHF | 510,977 CHF | 100.00% | 100.00% |
08/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 536,070 CHF | 539,470 CHF | 98.62% | 98.62% |
07/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340,000 | 340,000 | 339,848 | 339,848 | 541,890 CHF | 545,290 CHF | 99.76% | 99.76% |
06/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 549,311 CHF | 552,717 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 350,000 | 350,000 | 348,969 | 348,969 | 572,233 CHF | 575,723 CHF | 99.81% | 99.81% |
02/05/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 350,000 | 350,000 | 342,900 | 342,900 | 553,394 CHF | 556,823 CHF | 98.59% | 98.59% |
30/04/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 340,000 | 340,000 | 339,766 | 339,766 | 543,160 CHF | 546,560 CHF | 100.00% | 100.00% |