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 | 1.70% | 0.62 CHF | 0.63 CHF | 425,000 | 425,000 | 236,228 | 236,228 | 141,875 CHF | 144,246 CHF | 100.00% | 100.00% |
15/05/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 446,000 | 446,000 | 245,356 | 245,356 | 140,965 CHF | 143,429 CHF | 100.00% | 100.00% |
14/05/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 453,800 | 453,800 | 252,953 | 252,953 | 139,835 CHF | 142,370 CHF | 100.00% | 100.00% |
13/05/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 472,300 | 472,300 | 254,748 | 254,748 | 128,957 CHF | 131,509 CHF | 99.98% | 99.98% |
10/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 454,300 | 454,300 | 249,437 | 249,437 | 136,975 CHF | 139,475 CHF | 100.00% | 100.00% |
08/05/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 435,800 | 435,800 | 238,604 | 238,604 | 135,888 CHF | 138,278 CHF | 99.13% | 99.13% |
07/05/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 459,400 | 459,400 | 255,762 | 255,762 | 141,903 CHF | 144,466 CHF | 99.76% | 99.76% |
06/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 472,800 | 472,800 | 262,081 | 262,081 | 138,876 CHF | 141,501 CHF | 100.00% | 100.00% |
03/05/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 484,300 | 484,300 | 265,225 | 265,225 | 138,450 CHF | 141,108 CHF | 99.99% | 99.99% |
02/05/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 509,000 | 509,000 | 276,553 | 276,553 | 141,149 CHF | 143,920 CHF | 100.00% | 100.00% |