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 | 2.12% | 0.50 CHF | 0.51 CHF | 530,000 | 530,000 | 262,951 | 262,951 | 126,426 CHF | 129,074 CHF | 100.00% | 100.00% |
15/05/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 520,000 | 520,000 | 257,107 | 257,107 | 135,606 CHF | 138,200 CHF | 100.00% | 100.00% |
14/05/2024 | 2.16% | 0.57 CHF | 0.58 CHF | 530,000 | 530,000 | 272,978 | 272,978 | 133,026 CHF | 135,768 CHF | 100.00% | 100.00% |
13/05/2024 | 2.40% | 0.48 CHF | 0.49 CHF | 570,000 | 570,000 | 289,736 | 289,736 | 127,545 CHF | 130,456 CHF | 99.86% | 99.86% |
10/05/2024 | 2.18% | 0.41 CHF | 0.42 CHF | 570,000 | 570,000 | 272,931 | 272,931 | 124,525 CHF | 127,265 CHF | 99.31% | 99.31% |
08/05/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 540,000 | 540,000 | 262,705 | 262,705 | 133,192 CHF | 135,832 CHF | 95.60% | 95.60% |
07/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 500,000 | 500,000 | 242,742 | 242,742 | 149,507 CHF | 151,945 CHF | 95.63% | 95.63% |
06/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 510,000 | 510,000 | 251,324 | 251,324 | 166,233 CHF | 168,758 CHF | 97.15% | 97.15% |
03/05/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 530,000 | 530,000 | 249,910 | 249,910 | 154,160 CHF | 156,669 CHF | 96.94% | 96.94% |
02/05/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 510,000 | 510,000 | 248,730 | 248,730 | 158,214 CHF | 160,712 CHF | 96.07% | 96.07% |