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 | 1.30% | 0.76 CHF | 0.77 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 160,022 CHF | 162,114 CHF | 100.00% | 100.00% |
15/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 210,000 | 210,000 | 208,652 | 208,652 | 164,763 CHF | 166,854 CHF | 100.00% | 100.00% |
14/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 210,000 | 210,000 | 209,310 | 209,310 | 165,174 CHF | 167,268 CHF | 100.00% | 100.00% |
13/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 155,687 CHF | 157,829 CHF | 100.00% | 100.00% |
10/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 217,860 | 217,860 | 153,051 CHF | 155,230 CHF | 100.00% | 100.00% |
08/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 219,044 | 219,044 | 152,346 CHF | 154,537 CHF | 99.06% | 99.06% |
07/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 215,000 | 215,000 | 214,345 | 214,345 | 153,446 CHF | 155,591 CHF | 97.92% | 97.92% |
06/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 153,316 CHF | 155,504 CHF | 100.00% | 100.00% |
03/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 148,801 CHF | 150,996 CHF | 100.00% | 100.00% |
02/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 221,361 | 221,361 | 146,375 CHF | 148,588 CHF | 100.00% | 100.00% |