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 | 0.57% | 1.74 CHF | 1.75 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 182,579 CHF | 183,622 CHF | 100.00% | 100.00% |
15/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 98,000 | 98,000 | 97,605 | 97,605 | 176,874 CHF | 177,852 CHF | 100.00% | 100.00% |
14/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 98,000 | 98,000 | 97,580 | 97,580 | 180,384 CHF | 181,360 CHF | 99.97% | 99.97% |
13/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 175,527 CHF | 176,523 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 171,461 CHF | 172,465 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 169,508 CHF | 170,524 CHF | 98.84% | 98.84% |
07/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 98,000 | 98,000 | 99,082 | 99,082 | 177,938 CHF | 178,930 CHF | 97.92% | 97.92% |
06/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 178,462 CHF | 179,453 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 175,229 CHF | 176,225 CHF | 100.00% | 100.00% |
02/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 174,703 CHF | 175,699 CHF | 100.00% | 100.00% |