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 | 1.07% | 0.95 CHF | 0.96 CHF | 160,000 | 160,000 | 158,089 | 158,089 | 150,074 CHF | 151,659 CHF | 96.32% | 96.32% |
15/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 160,000 | 160,000 | 158,129 | 158,129 | 160,224 CHF | 161,809 CHF | 96.92% | 96.92% |
14/05/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 160,000 | 160,000 | 158,426 | 158,426 | 152,787 CHF | 154,373 CHF | 97.68% | 97.68% |
13/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 160,000 | 160,000 | 158,348 | 158,348 | 150,853 CHF | 152,438 CHF | 97.44% | 97.44% |
10/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 160,000 | 160,000 | 158,390 | 158,390 | 151,858 CHF | 153,444 CHF | 99.83% | 99.83% |
08/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 160,000 | 160,000 | 158,293 | 158,293 | 155,329 CHF | 156,914 CHF | 96.83% | 96.83% |
07/05/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 160,000 | 160,000 | 158,044 | 158,044 | 153,436 CHF | 155,022 CHF | 96.08% | 96.08% |
06/05/2024 | 1.19% | 0.89 CHF | 0.90 CHF | 160,000 | 160,000 | 165,794 | 165,794 | 141,734 CHF | 143,394 CHF | 97.25% | 97.25% |
03/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 168,196 | 168,196 | 133,613 CHF | 135,297 CHF | 94.79% | 94.79% |
02/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 170,000 | 170,000 | 168,287 | 168,287 | 128,610 CHF | 130,294 CHF | 99.75% | 99.75% |