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% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,126 CHF | 146,246 CHF | 98.70% | 98.70% |
15/05/2024 | 0.74% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 74,491 | 74,491 | 142,967 CHF | 144,031 CHF | 98.94% | 98.94% |
14/05/2024 | 0.73% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,436 CHF | 141,471 CHF | 99.32% | 99.32% |
13/05/2024 | 0.73% | 1.83 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,600 CHF | 142,643 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,016 CHF | 138,047 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,945 CHF | 129,905 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 1.79 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,720 CHF | 134,807 CHF | 98.92% | 98.92% |
06/05/2024 | 0.80% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,864 CHF | 128,889 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,440 CHF | 169,487 CHF | 93.62% | 93.62% |
02/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,474 CHF | 158,474 CHF | 99.13% | 99.13% |