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 | 1.23% | 0.81 CHF | 0.82 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 169,677 CHF | 171,770 CHF | 100.00% | 100.00% |
15/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 210,000 | 210,000 | 208,648 | 208,648 | 174,520 CHF | 176,612 CHF | 100.00% | 100.00% |
14/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 209,308 | 209,308 | 175,135 CHF | 177,228 CHF | 99.97% | 99.97% |
13/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 165,657 CHF | 167,798 CHF | 100.00% | 100.00% |
10/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 220,000 | 220,000 | 217,861 | 217,861 | 163,338 CHF | 165,517 CHF | 100.00% | 100.00% |
08/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 219,044 | 219,044 | 162,672 CHF | 164,863 CHF | 99.06% | 99.06% |
07/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 215,000 | 215,000 | 214,346 | 214,346 | 163,603 CHF | 165,747 CHF | 97.92% | 97.92% |
06/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 163,598 CHF | 165,786 CHF | 100.00% | 100.00% |
03/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 159,421 CHF | 161,616 CHF | 100.00% | 100.00% |
02/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 220,000 | 220,000 | 221,359 | 221,359 | 156,604 CHF | 158,818 CHF | 100.00% | 100.00% |