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 | 1.54% | 0.64 CHF | 0.65 CHF | 125,000 | 125,000 | 123,856 | 123,856 | 79,912 CHF | 81,150 CHF | 100.00% | 100.00% |
15/05/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 90,277 CHF | 91,777 CHF | 100.00% | 100.00% |
14/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 93,295 CHF | 94,795 CHF | 100.00% | 100.00% |
13/05/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 93,642 CHF | 95,142 CHF | 100.00% | 100.00% |
10/05/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 91,073 CHF | 92,573 CHF | 100.00% | 100.00% |
08/05/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 94,236 CHF | 95,986 CHF | 100.00% | 100.00% |
07/05/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 81,992 CHF | 83,742 CHF | 100.00% | 100.00% |
06/05/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 88,228 CHF | 89,978 CHF | 100.00% | 100.00% |
03/05/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 86,292 CHF | 88,042 CHF | 100.00% | 100.00% |
02/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 84,365 CHF | 86,115 CHF | 100.00% | 100.00% |