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 | 0.69% | 1.42 CHF | 1.43 CHF | 235,000 | 235,000 | 229,911 | 229,911 | 332,895 CHF | 335,196 CHF | 100.00% | 100.00% |
15/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 230,000 | 230,000 | 228,522 | 228,522 | 339,859 CHF | 342,150 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 230,000 | 230,000 | 230,033 | 230,033 | 333,363 CHF | 335,664 CHF | 100.00% | 100.00% |
13/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 336,459 CHF | 338,790 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 336,282 CHF | 338,585 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 235,000 | 235,000 | 233,982 | 233,982 | 324,572 CHF | 326,912 CHF | 99.15% | 99.15% |
07/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 235,000 | 235,000 | 233,873 | 233,873 | 325,321 CHF | 327,661 CHF | 99.82% | 99.82% |
06/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 328,365 CHF | 330,705 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 326,948 CHF | 329,289 CHF | 99.97% | 99.97% |
02/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 328,112 CHF | 330,452 CHF | 100.00% | 100.00% |