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 | 0.92% | 1.09 CHF | 1.10 CHF | 320,000 | 320,000 | 319,656 | 319,656 | 345,808 CHF | 349,007 CHF | 100.00% | 100.00% |
15/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 330,000 | 330,000 | 329,247 | 329,247 | 385,837 CHF | 389,137 CHF | 100.00% | 100.00% |
14/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 330,000 | 330,000 | 338,036 | 338,036 | 408,428 CHF | 411,810 CHF | 100.00% | 100.00% |
13/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 387,656 CHF | 390,956 CHF | 99.82% | 99.82% |
10/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 390,077 CHF | 393,377 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 415,097 CHF | 418,497 CHF | 98.62% | 98.62% |
07/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 340,000 | 340,000 | 339,714 | 339,714 | 421,322 CHF | 424,722 CHF | 99.88% | 99.88% |
06/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 428,261 CHF | 431,667 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 350,000 | 350,000 | 348,968 | 348,968 | 448,597 CHF | 452,087 CHF | 99.99% | 99.99% |
02/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 350,000 | 350,000 | 342,895 | 342,895 | 431,808 CHF | 435,237 CHF | 98.51% | 98.51% |