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 | 0.61% | 1.65 CHF | 1.66 CHF | 270,500 | 270,500 | 255,282 | 255,282 | 421,130 CHF | 423,685 CHF | 99.99% | 99.99% |
15/05/2024 | 0.56% | 1.66 CHF | 1.67 CHF | 245,500 | 245,500 | 233,279 | 233,279 | 416,233 CHF | 418,572 CHF | 99.61% | 99.61% |
14/05/2024 | 0.51% | 1.84 CHF | 1.85 CHF | 226,200 | 226,200 | 224,981 | 224,981 | 441,234 CHF | 443,484 CHF | 99.98% | 99.98% |
13/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 224,200 | 224,200 | 220,899 | 220,899 | 442,119 CHF | 444,328 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 218,800 | 218,800 | 202,784 | 202,784 | 415,999 CHF | 418,026 CHF | 99.61% | 99.61% |
08/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200,100 | 200,100 | 206,416 | 206,416 | 459,498 CHF | 461,562 CHF | 98.95% | 98.95% |
07/05/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 210,600 | 210,600 | 212,669 | 212,669 | 449,393 CHF | 451,520 CHF | 99.34% | 99.34% |
06/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 214,100 | 214,100 | 205,965 | 205,965 | 427,576 CHF | 429,635 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 2.10 CHF | 2.11 CHF | 200,600 | 200,600 | 187,816 | 187,816 | 409,113 CHF | 410,991 CHF | 99.92% | 99.92% |
02/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 179,400 | 179,400 | 171,497 | 171,497 | 428,984 CHF | 430,699 CHF | 100.00% | 100.00% |