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 | 1.43% | 0.69 CHF | 0.70 CHF | 400,000 | 400,000 | 180,132 | 180,132 | 126,898 CHF | 128,707 CHF | 100.00% | 100.00% |
15/05/2024 | 1.51% | 0.73 CHF | 0.74 CHF | 410,000 | 410,000 | 178,182 | 178,182 | 122,336 CHF | 124,125 CHF | 100.00% | 100.00% |
14/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 390,000 | 390,000 | 174,820 | 174,820 | 116,192 CHF | 117,944 CHF | 100.00% | 100.00% |
13/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 174,741 | 174,741 | 114,484 CHF | 116,235 CHF | 100.00% | 100.00% |
10/05/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 390,000 | 390,000 | 174,820 | 174,820 | 114,364 CHF | 116,115 CHF | 99.88% | 99.88% |
08/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 129,070 | 129,070 | 85,375 CHF | 86,667 CHF | 97.39% | 97.39% |
07/05/2024 | 1.72% | 0.66 CHF | 0.67 CHF | 395,000 | 395,000 | 170,127 | 170,127 | 109,343 CHF | 111,048 CHF | 58.13% | 98.76% |
06/05/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 360,000 | 360,000 | 160,810 | 160,810 | 78,872 CHF | 80,483 CHF | 100.00% | 100.00% |
03/05/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 365,000 | 365,000 | 149,162 | 149,162 | 78,796 CHF | 80,290 CHF | 100.00% | 100.00% |
02/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 365,000 | 365,000 | 165,619 | 165,619 | 93,368 CHF | 95,027 CHF | 100.00% | 100.00% |