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 | 1.59% | 0.67 CHF | 0.68 CHF | 490,000 | 490,000 | 245,581 | 245,581 | 158,498 CHF | 160,972 CHF | 100.00% | 100.00% |
15/05/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 500,000 | 500,000 | 244,083 | 244,083 | 169,218 CHF | 171,679 CHF | 100.00% | 100.00% |
14/05/2024 | 1.61% | 0.74 CHF | 0.75 CHF | 490,000 | 490,000 | 254,350 | 254,350 | 165,387 CHF | 167,942 CHF | 100.00% | 100.00% |
13/05/2024 | 1.76% | 0.64 CHF | 0.65 CHF | 520,000 | 520,000 | 260,455 | 260,455 | 155,957 CHF | 158,573 CHF | 99.86% | 99.86% |
10/05/2024 | 1.63% | 0.56 CHF | 0.57 CHF | 530,000 | 530,000 | 251,865 | 251,865 | 154,985 CHF | 157,513 CHF | 98.39% | 98.39% |
08/05/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 245,793 | 245,793 | 163,752 CHF | 166,223 CHF | 95.48% | 95.48% |
07/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 480,000 | 480,000 | 230,739 | 230,739 | 180,339 CHF | 182,654 CHF | 94.20% | 94.20% |
06/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 480,000 | 480,000 | 238,410 | 238,410 | 197,261 CHF | 199,655 CHF | 97.30% | 97.30% |
03/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 236,383 | 236,383 | 184,109 CHF | 186,483 CHF | 97.01% | 97.01% |
02/05/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 490,000 | 490,000 | 234,963 | 234,963 | 187,970 CHF | 190,329 CHF | 95.70% | 95.70% |