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 | 1.27% | 0.79 CHF | 0.80 CHF | 400,000 | 400,000 | 180,131 | 180,131 | 143,803 CHF | 145,611 CHF | 100.00% | 100.00% |
15/05/2024 | 1.33% | 0.82 CHF | 0.83 CHF | 410,000 | 410,000 | 178,173 | 178,173 | 139,461 CHF | 141,250 CHF | 100.00% | 100.00% |
14/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 390,000 | 390,000 | 174,825 | 174,825 | 132,969 CHF | 134,722 CHF | 100.00% | 100.00% |
13/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 390,000 | 390,000 | 174,739 | 174,739 | 131,008 CHF | 132,759 CHF | 100.00% | 100.00% |
10/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 390,000 | 390,000 | 174,825 | 174,825 | 131,331 CHF | 133,082 CHF | 99.88% | 99.88% |
08/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 390,000 | 390,000 | 129,080 | 129,080 | 97,656 CHF | 98,948 CHF | 97.39% | 97.39% |
07/05/2024 | 1.63% | 0.76 CHF | 0.77 CHF | 395,000 | 395,000 | 135,125 | 135,125 | 92,904 CHF | 94,257 CHF | 98.76% | 98.76% |
06/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 360,000 | 360,000 | 160,811 | 160,811 | 94,300 CHF | 95,911 CHF | 100.00% | 100.00% |
03/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 365,000 | 365,000 | 149,135 | 149,135 | 92,878 CHF | 94,372 CHF | 99.99% | 99.99% |
02/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 365,000 | 365,000 | 165,619 | 165,619 | 109,139 CHF | 110,798 CHF | 100.00% | 100.00% |