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 | 1.77% | 0.56 CHF | 0.57 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 117,570 CHF | 119,662 CHF | 100.00% | 100.00% |
15/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 210,000 | 210,000 | 208,652 | 208,652 | 122,550 CHF | 124,642 CHF | 100.00% | 100.00% |
14/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 209,310 | 209,310 | 123,034 CHF | 125,128 CHF | 100.00% | 100.00% |
13/05/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 112,569 CHF | 114,711 CHF | 100.00% | 100.00% |
10/05/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 217,861 | 217,861 | 109,280 CHF | 111,459 CHF | 100.00% | 100.00% |
08/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 219,045 | 219,045 | 108,423 CHF | 110,614 CHF | 99.06% | 99.06% |
07/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 215,000 | 215,000 | 214,346 | 214,346 | 110,421 CHF | 112,565 CHF | 97.92% | 97.92% |
06/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 109,506 CHF | 111,695 CHF | 100.00% | 100.00% |
03/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 219,538 | 219,538 | 104,891 CHF | 107,087 CHF | 99.99% | 99.99% |
02/05/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 220,000 | 220,000 | 221,361 | 221,361 | 102,016 CHF | 104,230 CHF | 100.00% | 100.00% |