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 | 1.98% | 0.50 CHF | 0.51 CHF | 210,000 | 210,000 | 209,061 | 209,061 | 104,934 CHF | 107,027 CHF | 100.00% | 100.00% |
15/05/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 210,000 | 210,000 | 208,641 | 208,641 | 109,967 CHF | 112,059 CHF | 100.00% | 100.00% |
14/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 210,000 | 210,000 | 209,309 | 209,309 | 110,441 CHF | 112,534 CHF | 100.00% | 100.00% |
13/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 99,624 CHF | 101,766 CHF | 100.00% | 100.00% |
10/05/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 220,000 | 220,000 | 217,861 | 217,861 | 96,146 CHF | 98,324 CHF | 100.00% | 100.00% |
08/05/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 220,000 | 220,000 | 219,042 | 219,042 | 95,232 CHF | 97,423 CHF | 99.06% | 99.06% |
07/05/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 215,000 | 215,000 | 214,415 | 214,415 | 97,578 CHF | 99,723 CHF | 97.85% | 97.85% |
06/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 96,353 CHF | 98,542 CHF | 100.00% | 100.00% |
03/05/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 91,700 CHF | 93,895 CHF | 99.97% | 99.97% |
02/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 220,000 | 220,000 | 221,364 | 221,364 | 88,622 CHF | 90,835 CHF | 100.00% | 100.00% |