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 | 0.73% | 1.41 CHF | 1.42 CHF | 240,000 | 240,000 | 235,240 | 235,240 | 329,961 CHF | 332,319 CHF | 93.90% | 93.90% |
15/05/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 240,000 | 240,000 | 237,031 | 237,031 | 321,208 CHF | 323,586 CHF | 95.95% | 95.95% |
14/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 240,000 | 240,000 | 237,635 | 237,635 | 322,519 CHF | 324,899 CHF | 92.99% | 92.99% |
13/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 240,000 | 240,000 | 237,526 | 237,526 | 328,281 CHF | 330,659 CHF | 97.57% | 97.57% |
10/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 237,852 | 237,852 | 329,064 CHF | 331,445 CHF | 94.50% | 94.50% |
08/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 237,334 | 237,334 | 325,758 CHF | 328,135 CHF | 93.08% | 93.08% |
07/05/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 240,177 | 240,177 | 308,880 CHF | 311,287 CHF | 93.88% | 93.88% |
06/05/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 250,000 | 250,000 | 247,306 | 247,306 | 306,478 CHF | 308,954 CHF | 96.88% | 96.88% |
03/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 250,000 | 250,000 | 247,281 | 247,281 | 302,129 CHF | 304,604 CHF | 93.92% | 93.92% |
02/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 250,000 | 250,000 | 247,332 | 247,332 | 296,940 CHF | 299,416 CHF | 94.28% | 94.28% |