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 | 1.76% | 0.57 CHF | 0.58 CHF | 320,000 | 320,000 | 319,637 | 319,637 | 179,901 CHF | 183,100 CHF | 100.00% | 100.00% |
15/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 330,000 | 330,000 | 329,247 | 329,247 | 214,838 CHF | 218,138 CHF | 99.99% | 99.99% |
14/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 330,000 | 330,000 | 338,043 | 338,043 | 232,703 CHF | 236,084 CHF | 99.99% | 99.99% |
13/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 216,172 CHF | 219,472 CHF | 99.83% | 99.83% |
10/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 218,542 CHF | 221,842 CHF | 100.00% | 100.00% |
08/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 238,294 CHF | 241,694 CHF | 98.62% | 98.62% |
07/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 340,000 | 340,000 | 339,673 | 339,673 | 244,604 CHF | 248,004 CHF | 99.89% | 99.89% |
06/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 250,899 CHF | 254,305 CHF | 100.00% | 100.00% |
03/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 350,000 | 350,000 | 348,977 | 348,977 | 266,906 CHF | 270,396 CHF | 99.82% | 99.82% |
02/05/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 350,000 | 350,000 | 342,896 | 342,896 | 253,252 CHF | 256,681 CHF | 98.53% | 98.53% |