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 | 1.25% | 0.79 CHF | 0.80 CHF | 158,000 | 158,000 | 157,066 | 157,066 | 124,922 CHF | 126,494 CHF | 100.00% | 100.00% |
15/05/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 158,000 | 158,000 | 158,089 | 158,089 | 118,933 CHF | 120,517 CHF | 100.00% | 100.00% |
14/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 158,000 | 158,000 | 157,973 | 157,973 | 121,879 CHF | 123,459 CHF | 100.00% | 100.00% |
13/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 122,123 CHF | 123,703 CHF | 100.00% | 100.00% |
10/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 119,779 CHF | 121,362 CHF | 99.99% | 99.99% |
08/05/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 110,171 CHF | 111,785 CHF | 99.24% | 99.24% |
07/05/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 164,000 | 164,000 | 163,908 | 163,908 | 98,307 CHF | 99,947 CHF | 97.36% | 97.36% |
06/05/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 103,905 CHF | 105,530 CHF | 98.44% | 98.44% |
03/05/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 164,000 | 164,000 | 163,314 | 163,314 | 102,459 CHF | 104,092 CHF | 100.00% | 100.00% |
02/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 100,969 CHF | 102,608 CHF | 100.00% | 100.00% |