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 | 1.45% | 0.69 CHF | 0.70 CHF | 400,000 | 400,000 | 180,147 | 180,147 | 125,599 CHF | 127,407 CHF | 100.00% | 100.00% |
15/05/2024 | 1.52% | 0.72 CHF | 0.73 CHF | 410,000 | 410,000 | 178,185 | 178,185 | 121,522 CHF | 123,310 CHF | 100.00% | 100.00% |
14/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 390,000 | 390,000 | 174,822 | 174,822 | 115,028 CHF | 116,780 CHF | 100.00% | 100.00% |
13/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 174,741 | 174,741 | 113,197 CHF | 114,948 CHF | 100.00% | 100.00% |
10/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 174,795 | 174,795 | 113,459 CHF | 115,210 CHF | 99.88% | 99.88% |
08/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 129,074 | 129,074 | 84,543 CHF | 85,835 CHF | 97.38% | 97.38% |
07/05/2024 | 1.95% | 0.66 CHF | 0.67 CHF | 395,000 | 395,000 | 135,045 | 135,045 | 79,121 CHF | 80,474 CHF | 98.81% | 98.81% |
06/05/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 360,000 | 360,000 | 160,812 | 160,812 | 78,125 CHF | 79,736 CHF | 100.00% | 100.00% |
03/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 365,000 | 365,000 | 149,160 | 149,160 | 77,785 CHF | 79,280 CHF | 100.00% | 100.00% |
02/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 365,000 | 365,000 | 165,620 | 165,620 | 92,496 CHF | 94,155 CHF | 100.00% | 100.00% |