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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 67,138 | 67,138 | 36,125 CHF | 36,798 CHF | 100.00% | 100.00% |
21/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 120,000 | 120,000 | 66,158 | 66,158 | 34,210 CHF | 34,873 CHF | 99.51% | 99.51% |
17/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 69,066 | 69,066 | 36,843 CHF | 37,535 CHF | 99.89% | 99.89% |
16/05/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 71,548 | 71,548 | 39,387 CHF | 40,105 CHF | 100.00% | 100.00% |
15/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 71,123 | 71,123 | 40,270 CHF | 40,988 CHF | 99.56% | 99.56% |
14/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 130,000 | 130,000 | 71,622 | 71,622 | 42,079 CHF | 42,796 CHF | 100.00% | 100.00% |
13/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 130,000 | 130,000 | 71,663 | 71,663 | 42,835 CHF | 43,553 CHF | 100.00% | 100.00% |
10/05/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 130,000 | 130,000 | 70,855 | 70,855 | 40,153 CHF | 40,863 CHF | 100.00% | 100.00% |
08/05/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 71,094 | 71,094 | 43,622 CHF | 44,334 CHF | 97.89% | 97.89% |
07/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 130,000 | 130,000 | 71,882 | 71,882 | 44,899 CHF | 45,620 CHF | 98.36% | 98.36% |