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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 215,000 | 215,000 | 214,086 | 214,086 | 175,163 CHF | 177,304 CHF | 100.00% | 100.00% |
21/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 210,000 | 210,000 | 210,053 | 210,053 | 166,468 CHF | 168,571 CHF | 100.00% | 100.00% |
17/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 160,845 CHF | 162,937 CHF | 100.00% | 100.00% |
16/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 210,000 | 210,000 | 209,062 | 209,062 | 159,117 CHF | 161,209 CHF | 100.00% | 100.00% |
15/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 210,000 | 210,000 | 208,648 | 208,648 | 153,504 CHF | 155,595 CHF | 100.00% | 100.00% |
14/05/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 210,000 | 210,000 | 209,333 | 209,333 | 154,056 CHF | 156,150 CHF | 100.00% | 100.00% |
13/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 170,156 CHF | 172,298 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 220,000 | 220,000 | 217,860 | 217,860 | 178,320 CHF | 180,498 CHF | 100.00% | 100.00% |
08/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 220,000 | 220,000 | 219,040 | 219,040 | 180,601 CHF | 182,792 CHF | 99.06% | 99.06% |
07/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 215,000 | 215,000 | 214,416 | 214,416 | 172,610 CHF | 174,755 CHF | 97.85% | 97.85% |