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 | 1.88% | 0.52 CHF | 0.53 CHF | 400,000 | 400,000 | 180,181 | 180,181 | 96,332 CHF | 98,140 CHF | 100.00% | 100.00% |
15/05/2024 | 2.01% | 0.56 CHF | 0.57 CHF | 410,000 | 410,000 | 178,187 | 178,187 | 92,453 CHF | 94,242 CHF | 100.00% | 100.00% |
14/05/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 390,000 | 390,000 | 174,824 | 174,824 | 86,551 CHF | 88,304 CHF | 100.00% | 100.00% |
13/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 390,000 | 390,000 | 174,742 | 174,742 | 84,798 CHF | 86,549 CHF | 100.00% | 100.00% |
10/05/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 390,000 | 390,000 | 174,819 | 174,819 | 84,722 CHF | 86,473 CHF | 99.88% | 99.88% |
08/05/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 390,000 | 390,000 | 129,069 | 129,069 | 63,481 CHF | 64,774 CHF | 97.41% | 97.41% |
07/05/2024 | 2.40% | 0.49 CHF | 0.50 CHF | 395,000 | 395,000 | 169,990 | 169,990 | 80,464 CHF | 82,167 CHF | 58.18% | 98.81% |
06/05/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 360,000 | 360,000 | 160,811 | 160,811 | 51,799 CHF | 53,410 CHF | 100.00% | 100.00% |
03/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 365,000 | 365,000 | 149,161 | 149,161 | 53,545 CHF | 55,040 CHF | 100.00% | 100.00% |
02/05/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 365,000 | 365,000 | 165,618 | 165,618 | 65,118 CHF | 66,777 CHF | 100.00% | 100.00% |