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 | 0.77% | 1.27 CHF | 1.28 CHF | 235,000 | 235,000 | 229,910 | 229,910 | 299,051 CHF | 301,352 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 230,000 | 230,000 | 228,548 | 228,548 | 306,329 CHF | 308,620 CHF | 100.00% | 100.00% |
14/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 230,000 | 230,000 | 230,032 | 230,032 | 299,644 CHF | 301,944 CHF | 100.00% | 100.00% |
13/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 302,330 CHF | 304,661 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 302,059 CHF | 304,362 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 235,000 | 235,000 | 233,980 | 233,980 | 290,228 CHF | 292,568 CHF | 99.14% | 99.14% |
07/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 235,000 | 235,000 | 233,876 | 233,876 | 290,967 CHF | 293,307 CHF | 99.82% | 99.82% |
06/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 294,253 CHF | 296,593 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 292,617 CHF | 294,958 CHF | 99.99% | 99.99% |
02/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 293,947 CHF | 296,287 CHF | 99.99% | 99.99% |