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 | 0.91% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 72,226 | 72,226 | 81,496 CHF | 82,220 CHF | 100.00% | 100.00% |
15/05/2024 | 0.85% | 1.07 CHF | 1.08 CHF | 164,000 | 164,000 | 71,638 | 71,638 | 84,082 CHF | 84,802 CHF | 100.00% | 100.00% |
14/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 156,000 | 156,000 | 69,975 | 69,975 | 86,672 CHF | 87,373 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 88,301 CHF | 89,002 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 88,537 CHF | 89,238 CHF | 99.88% | 99.88% |
08/05/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 156,000 | 156,000 | 51,966 | 51,966 | 65,232 CHF | 65,752 CHF | 97.38% | 97.38% |
07/05/2024 | 0.67% | 1.24 CHF | 1.25 CHF | 158,000 | 158,000 | 54,348 | 54,348 | 77,356 CHF | 77,900 CHF | 98.18% | 98.18% |
06/05/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 144,000 | 144,000 | 64,484 | 64,484 | 107,845 CHF | 108,491 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 146,000 | 146,000 | 59,782 | 59,782 | 94,774 CHF | 95,373 CHF | 99.98% | 99.98% |
02/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 146,000 | 146,000 | 66,333 | 66,333 | 100,521 CHF | 101,186 CHF | 100.00% | 100.00% |