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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 108,000 | 108,000 | 107,326 | 107,326 | 192,849 CHF | 193,924 CHF | 99.43% | 99.43% |
24/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 108,000 | 108,000 | 107,803 | 107,803 | 190,052 CHF | 191,130 CHF | 100.00% | 100.00% |
23/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 108,000 | 108,000 | 107,212 | 107,212 | 191,762 CHF | 192,838 CHF | 100.00% | 100.00% |
22/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 108,000 | 108,000 | 107,574 | 107,574 | 191,190 CHF | 192,265 CHF | 100.00% | 100.00% |
21/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 106,000 | 106,000 | 106,397 | 106,397 | 197,018 CHF | 198,083 CHF | 100.00% | 100.00% |
17/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 106,000 | 106,000 | 105,552 | 105,552 | 204,467 CHF | 205,523 CHF | 100.00% | 100.00% |
16/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 205,107 CHF | 206,150 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 197,852 CHF | 198,831 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 201,331 CHF | 202,307 CHF | 100.00% | 100.00% |
13/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 196,897 CHF | 197,893 CHF | 100.00% | 100.00% |