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 | 319,652 | 319,652 | 348,094 CHF | 351,293 CHF | 100.00% | 100.00% |
15/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 330,000 | 330,000 | 329,244 | 329,244 | 388,049 CHF | 391,349 CHF | 99.96% | 99.96% |
14/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 330,000 | 330,000 | 338,036 | 338,036 | 410,934 CHF | 414,315 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 389,959 CHF | 393,259 CHF | 99.86% | 99.86% |
10/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 392,744 CHF | 396,044 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 417,527 CHF | 420,927 CHF | 98.62% | 98.62% |
07/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 340,000 | 340,000 | 339,849 | 339,849 | 423,813 CHF | 427,213 CHF | 99.75% | 99.75% |
06/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 430,498 CHF | 433,904 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 350,000 | 350,000 | 348,984 | 348,984 | 450,898 CHF | 454,387 CHF | 99.73% | 99.73% |
02/05/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 350,000 | 350,000 | 342,899 | 342,899 | 433,855 CHF | 437,284 CHF | 98.55% | 98.55% |