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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 215,000 | 215,000 | 214,085 | 214,085 | 148,654 CHF | 150,794 CHF | 100.00% | 100.00% |
21/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 210,000 | 210,000 | 210,057 | 210,057 | 139,738 CHF | 141,842 CHF | 100.00% | 100.00% |
17/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 135,142 CHF | 137,233 CHF | 100.00% | 100.00% |
16/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 210,000 | 210,000 | 209,064 | 209,064 | 133,335 CHF | 135,427 CHF | 100.00% | 100.00% |
15/05/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 210,000 | 210,000 | 208,648 | 208,648 | 127,724 CHF | 129,816 CHF | 100.00% | 100.00% |
14/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 209,311 | 209,311 | 128,027 CHF | 130,120 CHF | 100.00% | 100.00% |
13/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 143,773 CHF | 145,914 CHF | 100.00% | 100.00% |
10/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 217,858 | 217,858 | 151,349 CHF | 153,527 CHF | 100.00% | 100.00% |
08/05/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 219,045 | 219,045 | 153,853 CHF | 156,044 CHF | 99.06% | 99.06% |
07/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 215,000 | 215,000 | 214,344 | 214,344 | 146,138 CHF | 148,283 CHF | 97.92% | 97.92% |