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 | 0.79% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 283,917 | 283,917 | 358,238 CHF | 361,082 CHF | 99.42% | 99.42% |
15/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 270,000 | 270,000 | 272,048 | 272,048 | 388,071 CHF | 390,797 CHF | 100.00% | 100.00% |
14/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 275,000 | 275,000 | 273,787 | 273,787 | 386,469 CHF | 389,208 CHF | 99.98% | 99.98% |
13/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 389,902 CHF | 392,591 CHF | 99.84% | 99.84% |
10/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 391,039 CHF | 393,763 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 280,000 | 280,000 | 280,428 | 280,428 | 371,394 CHF | 374,199 CHF | 98.93% | 98.93% |
07/05/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 285,000 | 285,000 | 286,395 | 286,395 | 357,753 CHF | 360,620 CHF | 99.88% | 99.88% |
06/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 360,400 CHF | 363,252 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 290,000 | 290,000 | 289,632 | 289,632 | 353,536 CHF | 356,433 CHF | 99.99% | 99.99% |
02/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 291,220 | 291,220 | 348,542 CHF | 351,454 CHF | 98.55% | 98.55% |