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 | 1.70% | 0.58 CHF | 0.59 CHF | 400,000 | 400,000 | 180,150 | 180,150 | 106,745 CHF | 108,554 CHF | 100.00% | 100.00% |
15/05/2024 | 1.82% | 0.61 CHF | 0.62 CHF | 410,000 | 410,000 | 178,177 | 178,177 | 102,308 CHF | 104,097 CHF | 100.00% | 100.00% |
14/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 390,000 | 390,000 | 174,821 | 174,821 | 96,489 CHF | 98,242 CHF | 100.00% | 100.00% |
13/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 390,000 | 390,000 | 174,741 | 174,741 | 94,708 CHF | 96,459 CHF | 100.00% | 100.00% |
10/05/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 390,000 | 390,000 | 174,795 | 174,795 | 94,685 CHF | 96,436 CHF | 99.88% | 99.88% |
08/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 390,000 | 390,000 | 129,065 | 129,065 | 70,758 CHF | 72,051 CHF | 97.38% | 97.38% |
07/05/2024 | 2.12% | 0.55 CHF | 0.56 CHF | 395,000 | 395,000 | 170,150 | 170,150 | 90,242 CHF | 91,947 CHF | 58.13% | 98.75% |
06/05/2024 | 2.60% | 0.36 CHF | 0.39 CHF | 360,000 | 360,000 | 107,230 | 107,230 | 41,697 CHF | 42,773 CHF | 78.63% | 100.00% |
03/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 365,000 | 365,000 | 149,160 | 149,160 | 61,815 CHF | 63,309 CHF | 100.00% | 100.00% |
02/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 365,000 | 365,000 | 165,618 | 165,618 | 74,424 CHF | 76,083 CHF | 100.00% | 100.00% |