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 | 0.63% | 1.62 CHF | 1.63 CHF | 360,000 | 360,000 | 351,651 | 351,651 | 556,327 CHF | 559,846 CHF | 100.00% | 100.00% |
15/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 350,000 | 350,000 | 348,423 | 348,423 | 544,172 CHF | 547,664 CHF | 100.00% | 100.00% |
14/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 350,000 | 350,000 | 342,629 | 342,629 | 513,587 CHF | 517,015 CHF | 100.00% | 100.00% |
13/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 533,992 CHF | 537,478 CHF | 99.86% | 99.86% |
10/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 542,114 CHF | 545,600 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 360,000 | 360,000 | 358,422 | 358,422 | 578,097 CHF | 581,682 CHF | 98.93% | 98.93% |
07/05/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 360,000 | 360,000 | 358,238 | 358,238 | 584,276 CHF | 587,862 CHF | 99.88% | 99.88% |
06/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 594,611 CHF | 598,234 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 370,000 | 370,000 | 364,924 | 364,924 | 601,661 CHF | 605,310 CHF | 99.86% | 99.86% |
02/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 360,000 | 360,000 | 358,493 | 358,493 | 577,089 CHF | 580,674 CHF | 98.58% | 98.58% |