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 | 0.56% | 1.80 CHF | 1.81 CHF | 156,000 | 156,000 | 153,738 | 153,738 | 276,639 CHF | 278,178 CHF | 100.00% | 100.00% |
15/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 152,000 | 152,000 | 151,070 | 151,070 | 281,203 CHF | 282,717 CHF | 99.84% | 99.84% |
14/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 152,000 | 152,000 | 152,653 | 152,653 | 276,657 CHF | 278,184 CHF | 99.99% | 99.99% |
13/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 156,000 | 156,000 | 154,727 | 154,727 | 278,661 CHF | 280,208 CHF | 99.93% | 99.93% |
10/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 279,548 CHF | 281,097 CHF | 100.00% | 100.00% |
08/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 152,000 | 152,000 | 152,126 | 152,126 | 278,185 CHF | 279,707 CHF | 99.09% | 99.09% |
07/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 152,000 | 152,000 | 152,609 | 152,609 | 277,417 CHF | 278,945 CHF | 99.93% | 99.93% |
06/05/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 156,000 | 156,000 | 158,384 | 158,384 | 269,322 CHF | 270,906 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 160,000 | 160,000 | 160,870 | 160,870 | 263,516 CHF | 265,125 CHF | 99.91% | 99.91% |
02/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 261,836 CHF | 263,461 CHF | 100.00% | 100.00% |