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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.10% | 1.75 CHF | 1.77 CHF | 675,500 | 675,500 | 673,785 | 673,785 | 1,225,260 CHF | 1,238,770 CHF | 100.00% | 100.00% |
14/05/2024 | 1.06% | 1.85 CHF | 1.87 CHF | 675,500 | 675,500 | 675,493 | 675,493 | 1,266,720 CHF | 1,280,230 CHF | 99.76% | 99.76% |
13/05/2024 | 1.09% | 1.85 CHF | 1.87 CHF | 675,600 | 675,600 | 675,600 | 675,600 | 1,236,360 CHF | 1,249,870 CHF | 100.00% | 100.00% |
10/05/2024 | 1.07% | 1.86 CHF | 1.88 CHF | 675,600 | 675,600 | 675,600 | 675,600 | 1,261,540 CHF | 1,275,050 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 1.91 CHF | 1.93 CHF | 675,600 | 675,600 | 675,535 | 675,535 | 1,292,910 CHF | 1,306,420 CHF | 99.44% | 99.44% |
07/05/2024 | 1.03% | 1.93 CHF | 1.95 CHF | 675,600 | 675,600 | 675,204 | 675,204 | 1,302,360 CHF | 1,315,880 CHF | 100.00% | 100.00% |
06/05/2024 | 1.02% | 1.95 CHF | 1.97 CHF | 675,700 | 675,700 | 675,700 | 675,700 | 1,316,560 CHF | 1,330,070 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 2.01 CHF | 2.03 CHF | 675,700 | 675,700 | 675,700 | 675,700 | 1,360,520 CHF | 1,374,030 CHF | 99.98% | 99.98% |
02/05/2024 | 0.95% | 2.09 CHF | 2.11 CHF | 675,700 | 675,700 | 675,700 | 675,700 | 1,416,620 CHF | 1,430,140 CHF | 99.62% | 99.62% |
30/04/2024 | 0.96% | 2.10 CHF | 2.12 CHF | 675,800 | 675,800 | 675,537 | 675,537 | 1,395,680 CHF | 1,409,200 CHF | 100.00% | 100.00% |