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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 230,000 | 230,000 | 228,451 | 228,451 | 353,250 CHF | 355,543 CHF | 100.00% | 100.00% |
22/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 363,366 CHF | 365,656 CHF | 100.00% | 100.00% |
21/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 230,000 | 230,000 | 228,669 | 228,669 | 365,450 CHF | 367,739 CHF | 99.99% | 99.99% |
17/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 230,000 | 230,000 | 229,056 | 229,056 | 357,670 CHF | 359,960 CHF | 99.33% | 99.33% |
16/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 235,000 | 235,000 | 229,914 | 229,914 | 357,814 CHF | 360,115 CHF | 100.00% | 100.00% |
15/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 230,000 | 230,000 | 228,528 | 228,528 | 364,592 CHF | 366,882 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 230,000 | 230,000 | 230,035 | 230,035 | 358,619 CHF | 360,920 CHF | 100.00% | 100.00% |
13/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 361,715 CHF | 364,046 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 360,975 CHF | 363,278 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 235,000 | 235,000 | 233,981 | 233,981 | 349,713 CHF | 352,054 CHF | 99.15% | 99.15% |