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 | 0.53% | 1.92 CHF | 1.93 CHF | 120,000 | 120,000 | 118,480 | 118,480 | 227,733 CHF | 228,921 CHF | 99.12% | 99.12% |
15/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 120,000 | 120,000 | 118,480 | 118,480 | 237,794 CHF | 238,982 CHF | 99.40% | 99.40% |
14/05/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 120,000 | 120,000 | 118,875 | 118,875 | 230,832 CHF | 232,022 CHF | 99.58% | 99.58% |
13/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 117,117 | 117,117 | 225,485 CHF | 226,659 CHF | 99.95% | 99.95% |
10/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 120,000 | 120,000 | 118,794 | 118,794 | 229,583 CHF | 230,772 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 120,000 | 120,000 | 118,644 | 118,644 | 232,762 CHF | 233,950 CHF | 98.74% | 98.74% |
07/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 120,000 | 120,000 | 118,515 | 118,515 | 230,807 CHF | 231,995 CHF | 99.02% | 99.02% |
06/05/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 120,000 | 120,000 | 125,892 | 125,892 | 225,416 CHF | 226,676 CHF | 99.45% | 99.45% |
03/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 128,299 | 128,299 | 219,232 CHF | 220,517 CHF | 96.56% | 96.56% |
02/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 128,690 | 128,690 | 214,767 CHF | 216,056 CHF | 99.72% | 99.72% |