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 | 0.67% | 1.49 CHF | 1.50 CHF | 154,000 | 154,000 | 153,876 | 153,876 | 230,550 CHF | 232,090 CHF | 100.00% | 100.00% |
15/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 155,000 | 155,000 | 155,353 | 155,353 | 235,708 CHF | 237,265 CHF | 100.00% | 100.00% |
14/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 155,000 | 155,000 | 154,582 | 154,582 | 232,466 CHF | 234,012 CHF | 99.99% | 99.99% |
13/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 237,614 CHF | 239,176 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 233,059 CHF | 234,578 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 236,734 CHF | 238,264 CHF | 99.24% | 99.24% |
07/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 153,000 | 153,000 | 153,492 | 153,492 | 239,076 CHF | 240,612 CHF | 97.36% | 97.36% |
06/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 153,000 | 153,000 | 152,866 | 152,866 | 236,763 CHF | 238,292 CHF | 98.35% | 98.35% |
03/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 230,519 CHF | 232,030 CHF | 99.99% | 99.99% |
02/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 243,792 CHF | 245,340 CHF | 99.99% | 99.99% |