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 | 360,000 | 360,000 | 351,654 | 351,654 | 660,317 CHF | 663,836 CHF | 100.00% | 100.00% |
15/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 350,000 | 350,000 | 348,454 | 348,454 | 647,503 CHF | 650,995 CHF | 99.99% | 99.99% |
14/05/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 350,000 | 350,000 | 342,637 | 342,637 | 615,061 CHF | 618,489 CHF | 99.99% | 99.99% |
13/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 350,000 | 350,000 | 348,556 | 348,556 | 636,984 CHF | 640,469 CHF | 99.83% | 99.83% |
10/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 645,234 CHF | 648,720 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 360,000 | 360,000 | 358,425 | 358,425 | 683,882 CHF | 687,467 CHF | 98.93% | 98.93% |
07/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 360,000 | 360,000 | 358,221 | 358,221 | 689,781 CHF | 693,366 CHF | 99.88% | 99.88% |
06/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 701,088 CHF | 704,710 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 370,000 | 370,000 | 364,925 | 364,925 | 709,144 CHF | 712,793 CHF | 99.91% | 99.91% |
02/05/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 360,000 | 360,000 | 358,493 | 358,493 | 682,718 CHF | 686,303 CHF | 98.54% | 98.54% |