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 | 0.78% | 1.37 CHF | 1.38 CHF | 260,000 | 260,000 | 146,737 | 146,737 | 195,807 CHF | 197,283 CHF | 92.11% | 92.11% |
15/05/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 270,000 | 270,000 | 149,374 | 149,374 | 193,214 CHF | 194,715 CHF | 98.96% | 98.96% |
14/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 270,000 | 270,000 | 151,163 | 151,163 | 190,529 CHF | 192,046 CHF | 81.85% | 81.85% |
13/05/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 280,000 | 280,000 | 152,921 | 152,921 | 180,878 CHF | 182,413 CHF | 99.29% | 99.29% |
10/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 280,000 | 280,000 | 151,876 | 151,876 | 190,389 CHF | 191,914 CHF | 99.40% | 99.40% |
08/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 270,000 | 270,000 | 148,320 | 148,320 | 191,019 CHF | 192,509 CHF | 98.63% | 98.63% |
07/05/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 270,000 | 270,000 | 149,464 | 149,464 | 188,859 CHF | 190,361 CHF | 96.13% | 96.13% |
06/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 280,000 | 280,000 | 156,745 | 156,745 | 191,651 CHF | 193,225 CHF | 91.23% | 91.23% |
03/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 280,000 | 280,000 | 155,972 | 155,972 | 188,457 CHF | 190,022 CHF | 90.94% | 90.94% |
02/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 158,975 | 158,975 | 189,388 CHF | 190,984 CHF | 99.14% | 99.14% |