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 | 0.93% | 1.07 CHF | 1.08 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 164,595 CHF | 166,135 CHF | 100.00% | 100.00% |
15/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 155,000 | 155,000 | 155,357 | 155,357 | 169,588 CHF | 171,145 CHF | 100.00% | 100.00% |
14/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 155,000 | 155,000 | 154,584 | 154,584 | 166,530 CHF | 168,076 CHF | 100.00% | 100.00% |
13/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 171,016 CHF | 172,578 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 153,000 | 153,000 | 151,925 | 151,925 | 168,497 CHF | 170,016 CHF | 100.00% | 100.00% |
08/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 171,332 CHF | 172,861 CHF | 99.24% | 99.24% |
07/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 153,000 | 153,000 | 153,495 | 153,495 | 173,541 CHF | 175,077 CHF | 97.36% | 97.36% |
06/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 153,000 | 153,000 | 152,866 | 152,866 | 171,578 CHF | 173,107 CHF | 98.38% | 98.38% |
03/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 166,086 CHF | 167,597 CHF | 100.00% | 100.00% |
02/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 177,700 CHF | 179,249 CHF | 100.00% | 100.00% |