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 | 0.66% | 1.56 CHF | 1.57 CHF | 360,000 | 360,000 | 351,652 | 351,652 | 535,795 CHF | 539,314 CHF | 100.00% | 100.00% |
15/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 350,000 | 350,000 | 348,459 | 348,459 | 524,214 CHF | 527,706 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 350,000 | 350,000 | 342,637 | 342,637 | 493,869 CHF | 497,296 CHF | 100.00% | 100.00% |
13/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 350,000 | 350,000 | 348,555 | 348,555 | 514,091 CHF | 517,577 CHF | 99.82% | 99.82% |
10/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 522,293 CHF | 525,779 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 360,000 | 360,000 | 358,421 | 358,421 | 557,818 CHF | 561,403 CHF | 98.93% | 98.93% |
07/05/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 360,000 | 360,000 | 358,228 | 358,228 | 563,608 CHF | 567,194 CHF | 99.88% | 99.88% |
06/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 573,807 CHF | 577,430 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 370,000 | 370,000 | 364,922 | 364,922 | 580,489 CHF | 584,139 CHF | 99.98% | 99.98% |
02/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 360,000 | 360,000 | 358,493 | 358,493 | 556,256 CHF | 559,841 CHF | 98.54% | 98.54% |