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 | 1.28% | 0.78 CHF | 0.79 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 120,019 CHF | 121,559 CHF | 100.00% | 100.00% |
15/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 155,000 | 155,000 | 155,383 | 155,383 | 124,547 CHF | 126,104 CHF | 100.00% | 100.00% |
14/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 155,000 | 155,000 | 154,583 | 154,583 | 121,720 CHF | 123,266 CHF | 99.99% | 99.99% |
13/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 125,732 CHF | 127,293 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 124,539 CHF | 126,058 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 127,002 CHF | 128,532 CHF | 99.25% | 99.25% |
07/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 153,000 | 153,000 | 153,496 | 153,496 | 129,041 CHF | 130,577 CHF | 97.36% | 97.36% |
06/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 153,000 | 153,000 | 152,865 | 152,865 | 127,301 CHF | 128,830 CHF | 98.52% | 98.52% |
03/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 151,104 | 151,104 | 122,380 CHF | 123,891 CHF | 99.99% | 99.99% |
02/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 132,775 CHF | 134,324 CHF | 100.00% | 100.00% |