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 | 2.32% | 0.43 CHF | 0.44 CHF | 210,000 | 210,000 | 209,066 | 209,066 | 89,198 CHF | 91,290 CHF | 100.00% | 100.00% |
15/05/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 210,000 | 210,000 | 208,681 | 208,681 | 83,775 CHF | 85,867 CHF | 100.00% | 100.00% |
14/05/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 210,000 | 210,000 | 209,333 | 209,333 | 83,937 CHF | 86,031 CHF | 100.00% | 100.00% |
13/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 98,728 CHF | 100,870 CHF | 100.00% | 100.00% |
10/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 217,859 | 217,859 | 105,538 CHF | 107,717 CHF | 100.00% | 100.00% |
08/05/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 219,041 | 219,041 | 107,813 CHF | 110,004 CHF | 99.06% | 99.06% |
07/05/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 215,000 | 215,000 | 214,413 | 214,413 | 101,111 CHF | 103,255 CHF | 97.85% | 97.85% |
06/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 106,343 CHF | 108,532 CHF | 100.00% | 100.00% |
03/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 111,466 CHF | 113,662 CHF | 99.99% | 99.99% |
02/05/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 220,000 | 220,000 | 221,360 | 221,360 | 116,607 CHF | 118,820 CHF | 100.00% | 100.00% |