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% | 0.77 CHF | 0.78 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 119,873 CHF | 121,413 CHF | 100.00% | 100.00% |
15/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 155,000 | 155,000 | 155,384 | 155,384 | 124,221 CHF | 125,778 CHF | 100.00% | 100.00% |
14/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 155,000 | 155,000 | 154,583 | 154,583 | 121,488 CHF | 123,035 CHF | 99.97% | 99.97% |
13/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 125,590 CHF | 127,151 CHF | 100.00% | 100.00% |
10/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 124,222 CHF | 125,741 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 126,928 CHF | 128,458 CHF | 99.24% | 99.24% |
07/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 153,000 | 153,000 | 153,495 | 153,495 | 128,847 CHF | 130,383 CHF | 97.36% | 97.36% |
06/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 153,000 | 153,000 | 152,866 | 152,866 | 127,088 CHF | 128,617 CHF | 98.41% | 98.41% |
03/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 153,000 | 153,000 | 151,105 | 151,105 | 122,047 CHF | 123,558 CHF | 99.98% | 99.98% |
02/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 132,655 CHF | 134,204 CHF | 100.00% | 100.00% |