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 | 0.84% | 1.19 CHF | 1.20 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 183,388 CHF | 184,929 CHF | 100.00% | 100.00% |
15/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 155,000 | 155,000 | 155,363 | 155,363 | 188,451 CHF | 190,008 CHF | 100.00% | 100.00% |
14/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 155,000 | 155,000 | 154,585 | 154,585 | 185,252 CHF | 186,798 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 189,876 CHF | 191,437 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 153,000 | 153,000 | 151,925 | 151,925 | 186,944 CHF | 188,463 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 189,755 CHF | 191,284 CHF | 99.25% | 99.25% |
07/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 153,000 | 153,000 | 153,492 | 153,492 | 192,093 CHF | 193,629 CHF | 97.36% | 97.36% |
06/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 153,000 | 153,000 | 152,864 | 152,864 | 190,133 CHF | 191,661 CHF | 98.56% | 98.56% |
03/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 184,540 CHF | 186,051 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 155,000 | 155,000 | 154,870 | 154,870 | 196,397 CHF | 197,946 CHF | 100.00% | 100.00% |