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 | 0.73% | 1.36 CHF | 1.37 CHF | 154,000 | 154,000 | 153,876 | 153,876 | 210,654 CHF | 212,194 CHF | 100.00% | 100.00% |
15/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 155,000 | 155,000 | 155,359 | 155,359 | 215,806 CHF | 217,363 CHF | 100.00% | 100.00% |
14/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 155,000 | 155,000 | 154,583 | 154,583 | 212,707 CHF | 214,253 CHF | 99.97% | 99.97% |
13/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 217,644 CHF | 219,205 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 213,984 CHF | 215,503 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 217,189 CHF | 218,719 CHF | 99.25% | 99.25% |
07/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 153,000 | 153,000 | 153,491 | 153,491 | 219,455 CHF | 220,991 CHF | 97.36% | 97.36% |
06/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 153,000 | 153,000 | 152,864 | 152,864 | 217,364 CHF | 218,892 CHF | 98.53% | 98.53% |
03/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 211,382 CHF | 212,893 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 224,087 CHF | 225,636 CHF | 99.99% | 99.99% |