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 | 0.68% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 283,923 | 283,923 | 416,326 CHF | 419,170 CHF | 99.42% | 99.42% |
15/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270,000 | 270,000 | 272,039 | 272,039 | 443,644 CHF | 446,370 CHF | 99.99% | 99.99% |
14/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 275,000 | 275,000 | 273,788 | 273,788 | 442,718 CHF | 445,456 CHF | 100.00% | 100.00% |
13/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 445,089 CHF | 447,778 CHF | 99.83% | 99.83% |
10/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 446,437 CHF | 449,160 CHF | 100.00% | 100.00% |
08/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 280,000 | 280,000 | 280,426 | 280,426 | 428,663 CHF | 431,467 CHF | 98.93% | 98.93% |
07/05/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 285,000 | 285,000 | 286,405 | 286,405 | 416,219 CHF | 419,086 CHF | 99.89% | 99.89% |
06/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 418,174 CHF | 421,026 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 290,000 | 290,000 | 289,634 | 289,634 | 412,355 CHF | 415,252 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 291,218 | 291,218 | 407,861 CHF | 410,773 CHF | 98.55% | 98.55% |