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 | 0.61% | 1.63 CHF | 1.64 CHF | 156,000 | 156,000 | 153,739 | 153,739 | 250,990 CHF | 252,529 CHF | 100.00% | 100.00% |
15/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 152,000 | 152,000 | 151,057 | 151,057 | 256,221 CHF | 257,734 CHF | 99.99% | 99.99% |
14/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 152,000 | 152,000 | 152,653 | 152,653 | 251,774 CHF | 253,301 CHF | 100.00% | 100.00% |
13/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 253,196 CHF | 254,744 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 254,239 CHF | 255,788 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 152,000 | 152,000 | 152,121 | 152,121 | 253,208 CHF | 254,730 CHF | 99.09% | 99.09% |
07/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 152,000 | 152,000 | 152,609 | 152,609 | 252,249 CHF | 253,777 CHF | 99.94% | 99.94% |
06/05/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 156,000 | 156,000 | 158,384 | 158,384 | 243,178 CHF | 244,762 CHF | 100.00% | 100.00% |
03/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 160,000 | 160,000 | 160,872 | 160,872 | 237,215 CHF | 238,824 CHF | 99.97% | 99.97% |
02/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 164,000 | 164,000 | 162,548 | 162,548 | 234,740 CHF | 236,366 CHF | 100.00% | 100.00% |