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 | 0.61% | 1.66 CHF | 1.67 CHF | 360,000 | 360,000 | 351,653 | 351,653 | 571,397 CHF | 574,916 CHF | 100.00% | 100.00% |
15/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 350,000 | 350,000 | 348,421 | 348,421 | 559,357 CHF | 562,849 CHF | 100.00% | 100.00% |
14/05/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 350,000 | 350,000 | 342,635 | 342,635 | 528,510 CHF | 531,938 CHF | 99.99% | 99.99% |
13/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 549,168 CHF | 552,654 CHF | 99.82% | 99.82% |
10/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 557,391 CHF | 560,876 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 360,000 | 360,000 | 358,426 | 358,426 | 593,889 CHF | 597,474 CHF | 98.93% | 98.93% |
07/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 360,000 | 360,000 | 358,228 | 358,228 | 599,639 CHF | 603,224 CHF | 99.88% | 99.88% |
06/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 610,144 CHF | 613,767 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 370,000 | 370,000 | 364,923 | 364,923 | 617,544 CHF | 621,194 CHF | 99.97% | 99.97% |
02/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 360,000 | 360,000 | 358,492 | 358,492 | 592,637 CHF | 596,222 CHF | 98.53% | 98.53% |