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 | 1.12% | 0.89 CHF | 0.90 CHF | 400,000 | 400,000 | 180,144 | 180,144 | 162,914 CHF | 164,722 CHF | 100.00% | 100.00% |
15/05/2024 | 1.17% | 0.93 CHF | 0.94 CHF | 410,000 | 410,000 | 178,184 | 178,184 | 157,934 CHF | 159,722 CHF | 100.00% | 100.00% |
14/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 390,000 | 390,000 | 174,822 | 174,822 | 151,174 CHF | 152,926 CHF | 100.00% | 100.00% |
13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 390,000 | 390,000 | 174,741 | 174,741 | 149,436 CHF | 151,187 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 390,000 | 390,000 | 174,800 | 174,800 | 149,318 CHF | 151,070 CHF | 99.87% | 99.87% |
08/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 390,000 | 390,000 | 129,060 | 129,060 | 111,247 CHF | 112,539 CHF | 97.38% | 97.38% |
07/05/2024 | 1.39% | 0.86 CHF | 0.87 CHF | 395,000 | 395,000 | 135,054 | 135,054 | 107,036 CHF | 108,389 CHF | 98.81% | 98.81% |
06/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 360,000 | 360,000 | 160,798 | 160,798 | 110,969 CHF | 112,580 CHF | 100.00% | 100.00% |
03/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 365,000 | 365,000 | 149,131 | 149,131 | 108,569 CHF | 110,063 CHF | 99.99% | 99.99% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 365,000 | 365,000 | 165,617 | 165,617 | 126,942 CHF | 128,601 CHF | 100.00% | 100.00% |