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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 210,000 | 210,000 | 210,051 | 210,051 | 119,426 CHF | 121,529 CHF | 100.00% | 100.00% |
17/05/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 114,683 CHF | 116,775 CHF | 100.00% | 100.00% |
16/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 112,943 CHF | 115,035 CHF | 100.00% | 100.00% |
15/05/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 210,000 | 210,000 | 208,639 | 208,639 | 107,446 CHF | 109,537 CHF | 99.99% | 99.99% |
14/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 210,000 | 210,000 | 209,309 | 209,309 | 107,840 CHF | 109,934 CHF | 100.00% | 100.00% |
13/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 122,997 CHF | 125,138 CHF | 100.00% | 100.00% |
10/05/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 220,000 | 220,000 | 217,861 | 217,861 | 130,375 CHF | 132,554 CHF | 100.00% | 100.00% |
08/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 220,000 | 220,000 | 219,042 | 219,042 | 132,435 CHF | 134,626 CHF | 99.06% | 99.06% |
07/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 215,000 | 215,000 | 214,413 | 214,413 | 125,453 CHF | 127,598 CHF | 97.85% | 97.85% |
06/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 131,001 CHF | 133,189 CHF | 100.00% | 100.00% |