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% | 0.81 CHF | 0.82 CHF | 130,000 | 130,000 | 71,556 | 71,556 | 58,058 CHF | 58,776 CHF | 100.00% | 100.00% |
15/05/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 130,000 | 130,000 | 71,140 | 71,140 | 58,848 CHF | 59,566 CHF | 99.56% | 99.56% |
14/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 130,000 | 130,000 | 71,646 | 71,646 | 60,910 CHF | 61,628 CHF | 100.00% | 100.00% |
13/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 130,000 | 130,000 | 71,661 | 71,661 | 61,650 CHF | 62,368 CHF | 100.00% | 100.00% |
10/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 130,000 | 130,000 | 70,852 | 70,852 | 58,764 CHF | 59,474 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 130,000 | 130,000 | 71,096 | 71,096 | 62,332 CHF | 63,045 CHF | 97.89% | 97.89% |
07/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 71,884 | 71,884 | 63,652 CHF | 64,372 CHF | 98.42% | 98.42% |
06/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 71,661 | 71,661 | 62,821 CHF | 63,539 CHF | 100.00% | 100.00% |
03/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 130,000 | 130,000 | 71,053 | 71,053 | 63,500 CHF | 64,212 CHF | 99.98% | 99.98% |
02/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 130,000 | 130,000 | 48,082 | 48,082 | 43,832 CHF | 44,313 CHF | 100.00% | 100.00% |