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 | 1.21% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 229,910 | 229,910 | 189,399 CHF | 191,700 CHF | 100.00% | 100.00% |
15/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 230,000 | 230,000 | 228,522 | 228,522 | 197,558 CHF | 199,849 CHF | 100.00% | 100.00% |
14/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 230,000 | 230,000 | 230,009 | 230,009 | 190,500 CHF | 192,801 CHF | 100.00% | 100.00% |
13/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 191,664 CHF | 193,995 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 193,093 CHF | 195,396 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 235,000 | 235,000 | 233,982 | 233,982 | 179,667 CHF | 182,007 CHF | 99.14% | 99.14% |
07/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 233,846 | 233,846 | 180,536 CHF | 182,876 CHF | 99.85% | 99.85% |
06/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 183,740 CHF | 186,081 CHF | 100.00% | 100.00% |
03/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 182,269 CHF | 184,610 CHF | 99.98% | 99.98% |
02/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 183,256 CHF | 185,596 CHF | 100.00% | 100.00% |