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 | 2.24% | 0.44 CHF | 0.45 CHF | 210,000 | 210,000 | 209,060 | 209,060 | 92,304 CHF | 94,396 CHF | 100.00% | 100.00% |
15/05/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 210,000 | 210,000 | 208,674 | 208,674 | 97,383 CHF | 99,474 CHF | 100.00% | 100.00% |
14/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 210,000 | 210,000 | 209,334 | 209,334 | 97,789 CHF | 99,883 CHF | 100.00% | 100.00% |
13/05/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 86,746 CHF | 88,888 CHF | 100.00% | 100.00% |
10/05/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 220,000 | 220,000 | 217,859 | 217,859 | 83,079 CHF | 85,258 CHF | 100.00% | 100.00% |
08/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 219,041 | 219,041 | 82,124 CHF | 84,315 CHF | 99.06% | 99.06% |
07/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 215,000 | 215,000 | 214,415 | 214,415 | 84,718 CHF | 86,863 CHF | 97.85% | 97.85% |
06/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 83,262 CHF | 85,450 CHF | 100.00% | 100.00% |
03/05/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 78,557 CHF | 80,752 CHF | 99.99% | 99.99% |
02/05/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 220,000 | 220,000 | 221,360 | 221,360 | 75,432 CHF | 77,645 CHF | 100.00% | 100.00% |