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 | 0.89% | 1.09 CHF | 1.10 CHF | 235,000 | 235,000 | 229,910 | 229,910 | 256,226 CHF | 258,527 CHF | 100.00% | 100.00% |
15/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 230,000 | 230,000 | 228,522 | 228,522 | 264,161 CHF | 266,451 CHF | 100.00% | 100.00% |
14/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 230,000 | 230,000 | 230,009 | 230,009 | 257,203 CHF | 259,504 CHF | 100.00% | 100.00% |
13/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 259,147 CHF | 261,478 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 235,000 | 235,000 | 230,321 | 230,321 | 259,691 CHF | 261,994 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 247,345 CHF | 249,685 CHF | 99.15% | 99.15% |
07/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 235,000 | 235,000 | 233,842 | 233,842 | 248,057 CHF | 250,397 CHF | 99.85% | 99.85% |
06/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 251,226 CHF | 253,566 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 249,859 CHF | 252,199 CHF | 99.97% | 99.97% |
02/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 250,881 CHF | 253,222 CHF | 100.00% | 100.00% |