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 | 0.58% | 1.77 CHF | 1.78 CHF | 360,000 | 360,000 | 351,655 | 351,655 | 607,300 CHF | 610,819 CHF | 100.00% | 100.00% |
15/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 350,000 | 350,000 | 348,460 | 348,460 | 594,989 CHF | 598,482 CHF | 100.00% | 100.00% |
14/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 350,000 | 350,000 | 342,635 | 342,635 | 563,440 CHF | 566,867 CHF | 99.98% | 99.98% |
13/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 584,566 CHF | 588,052 CHF | 99.86% | 99.86% |
10/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 350,000 | 350,000 | 348,558 | 348,558 | 592,858 CHF | 596,343 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 360,000 | 360,000 | 358,426 | 358,426 | 629,913 CHF | 633,498 CHF | 98.93% | 98.93% |
07/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 360,000 | 360,000 | 358,215 | 358,215 | 635,669 CHF | 639,254 CHF | 99.88% | 99.88% |
06/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 646,542 CHF | 650,165 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 370,000 | 370,000 | 364,921 | 364,921 | 654,194 CHF | 657,843 CHF | 100.00% | 100.00% |
02/05/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 360,000 | 360,000 | 358,494 | 358,494 | 628,658 CHF | 632,243 CHF | 98.57% | 98.57% |