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 | 1.33% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 119,930 | 119,930 | 89,456 CHF | 90,657 CHF | 100.00% | 100.00% |
15/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 123,784 | 123,784 | 86,142 CHF | 87,382 CHF | 100.00% | 100.00% |
14/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 125,000 | 125,000 | 124,973 | 124,973 | 83,309 CHF | 84,559 CHF | 100.00% | 100.00% |
13/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 81,950 CHF | 83,200 CHF | 100.00% | 100.00% |
10/05/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 82,712 CHF | 83,962 CHF | 100.00% | 100.00% |
08/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 82,417 CHF | 83,667 CHF | 99.06% | 99.06% |
07/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 125,000 | 125,000 | 126,356 | 126,356 | 79,276 CHF | 80,540 CHF | 99.60% | 99.60% |
06/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 128,326 | 128,326 | 79,673 CHF | 80,956 CHF | 100.00% | 100.00% |
03/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 130,000 | 130,000 | 129,152 | 129,152 | 79,297 CHF | 80,589 CHF | 99.99% | 99.99% |
02/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 125,000 | 125,000 | 124,951 | 124,951 | 82,705 CHF | 83,954 CHF | 100.00% | 100.00% |