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 | 0.58% | 1.69 CHF | 1.70 CHF | 112,000 | 112,000 | 50,399 | 50,399 | 87,352 CHF | 87,858 CHF | 100.00% | 100.00% |
15/05/2024 | 0.63% | 1.81 CHF | 1.82 CHF | 129,300 | 129,300 | 56,207 | 56,207 | 94,338 CHF | 94,903 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 125,900 | 125,900 | 56,203 | 56,203 | 89,832 CHF | 90,395 CHF | 99.67% | 99.67% |
13/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 125,900 | 125,900 | 56,376 | 56,376 | 88,250 CHF | 88,815 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 126,000 | 126,000 | 56,425 | 56,425 | 88,276 CHF | 88,841 CHF | 99.88% | 99.88% |
08/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 123,800 | 123,800 | 40,971 | 40,971 | 64,896 CHF | 65,306 CHF | 97.41% | 97.41% |
07/05/2024 | 0.78% | 1.60 CHF | 1.61 CHF | 191,300 | 191,300 | 65,959 | 65,959 | 95,036 CHF | 95,696 CHF | 96.86% | 96.86% |
06/05/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 153,700 | 153,700 | 68,653 | 68,653 | 83,826 CHF | 84,513 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 148,800 | 148,800 | 60,671 | 60,671 | 79,685 CHF | 80,293 CHF | 99.97% | 99.97% |
02/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 134,700 | 134,700 | 61,124 | 61,124 | 86,470 CHF | 87,083 CHF | 99.99% | 99.99% |