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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 360,000 | 360,000 | 356,912 | 356,912 | 688,438 CHF | 692,022 CHF | 99.61% | 99.61% |
22/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 360,000 | 360,000 | 358,515 | 358,515 | 690,320 CHF | 693,905 CHF | 100.00% | 100.00% |
21/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 360,000 | 360,000 | 358,098 | 358,098 | 683,890 CHF | 687,475 CHF | 99.50% | 99.50% |
17/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 350,000 | 350,000 | 349,869 | 349,869 | 649,067 CHF | 652,566 CHF | 99.35% | 99.35% |
16/05/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 360,000 | 360,000 | 351,653 | 351,653 | 642,836 CHF | 646,355 CHF | 100.00% | 100.00% |
15/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 350,000 | 350,000 | 348,465 | 348,465 | 630,178 CHF | 633,670 CHF | 100.00% | 100.00% |
14/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 350,000 | 350,000 | 342,634 | 342,634 | 597,958 CHF | 601,386 CHF | 99.99% | 99.99% |
13/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 619,681 CHF | 623,167 CHF | 99.83% | 99.83% |
10/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 627,945 CHF | 631,430 CHF | 100.00% | 100.00% |
08/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 360,000 | 360,000 | 358,426 | 358,426 | 666,123 CHF | 669,708 CHF | 98.93% | 98.93% |