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 | 1.92% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 149,882 | 149,882 | 77,590 CHF | 79,090 CHF | 100.00% | 100.00% |
15/05/2024 | 1.27% | 0.58 CHF | 0.59 CHF | 150,000 | 150,000 | 149,705 | 149,705 | 118,376 CHF | 119,876 CHF | 99.83% | 99.83% |
14/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 149,968 | 149,968 | 148,542 CHF | 150,042 CHF | 99.88% | 99.88% |
13/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 150,000 | 149,998 | 163,037 CHF | 164,536 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 139,294 CHF | 140,794 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 149,966 | 149,966 | 227,970 CHF | 229,470 CHF | 99.29% | 99.29% |
07/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 149,899 | 149,899 | 223,757 CHF | 225,257 CHF | 100.00% | 100.00% |
06/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 231,850 CHF | 233,350 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 278,815 CHF | 280,315 CHF | 98.70% | 98.70% |
02/05/2024 | 0.52% | 1.82 CHF | 1.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 288,737 CHF | 290,237 CHF | 99.98% | 99.98% |