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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 228,000 | 228,000 | 225,796 | 225,796 | 117,506 CHF | 119,769 CHF | 100.00% | 100.00% |
14/05/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 224,743 | 224,743 | 115,225 CHF | 117,472 CHF | 100.00% | 100.00% |
13/05/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 232,000 | 232,000 | 235,399 | 235,399 | 129,617 CHF | 131,971 CHF | 100.00% | 100.00% |
10/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 236,000 | 236,000 | 233,012 | 233,012 | 126,167 CHF | 128,497 CHF | 100.00% | 100.00% |
08/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 236,000 | 236,000 | 235,989 | 235,989 | 128,821 CHF | 131,181 CHF | 98.99% | 98.99% |
07/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 236,000 | 236,000 | 235,995 | 235,995 | 129,022 CHF | 131,382 CHF | 99.60% | 99.60% |
06/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 236,000 | 236,000 | 238,078 | 238,078 | 131,647 CHF | 134,028 CHF | 100.00% | 100.00% |
03/05/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 240,000 | 240,000 | 239,564 | 239,564 | 132,548 CHF | 134,943 CHF | 100.00% | 100.00% |
02/05/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 240,000 | 240,000 | 236,632 | 236,632 | 130,158 CHF | 132,524 CHF | 100.00% | 100.00% |
30/04/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 240,000 | 240,000 | 239,910 | 239,910 | 134,370 CHF | 136,770 CHF | 100.00% | 100.00% |