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 | 0.52% | 1.97 CHF | 1.98 CHF | 360,000 | 360,000 | 351,654 | 351,654 | 678,662 CHF | 682,182 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 350,000 | 350,000 | 348,454 | 348,454 | 665,579 CHF | 669,071 CHF | 100.00% | 100.00% |
14/05/2024 | 0.54% | 1.90 CHF | 1.91 CHF | 350,000 | 350,000 | 342,635 | 342,635 | 632,805 CHF | 636,232 CHF | 99.97% | 99.97% |
13/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 655,009 CHF | 658,495 CHF | 99.86% | 99.86% |
10/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 663,251 CHF | 666,736 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 360,000 | 360,000 | 358,425 | 358,425 | 702,350 CHF | 705,935 CHF | 98.93% | 98.93% |
07/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 360,000 | 360,000 | 358,225 | 358,225 | 708,750 CHF | 712,336 CHF | 99.88% | 99.88% |
06/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 720,172 CHF | 723,795 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370,000 | 370,000 | 364,922 | 364,922 | 727,866 CHF | 731,516 CHF | 99.99% | 99.99% |
02/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 360,000 | 360,000 | 358,494 | 358,494 | 701,079 CHF | 704,664 CHF | 98.58% | 98.58% |