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 | 3.63% | 0.28 CHF | 0.29 CHF | 210,000 | 210,000 | 209,064 | 209,064 | 56,627 CHF | 58,720 CHF | 100.00% | 100.00% |
15/05/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 210,000 | 210,000 | 208,641 | 208,641 | 51,234 CHF | 53,326 CHF | 100.00% | 100.00% |
14/05/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 210,000 | 210,000 | 209,311 | 209,311 | 51,419 CHF | 53,512 CHF | 99.97% | 99.97% |
13/05/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 215,000 | 215,000 | 214,190 | 214,190 | 65,443 CHF | 67,585 CHF | 100.00% | 100.00% |
10/05/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 220,000 | 220,000 | 217,860 | 217,860 | 71,811 CHF | 73,989 CHF | 100.00% | 100.00% |
08/05/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 220,000 | 220,000 | 219,043 | 219,043 | 73,665 CHF | 75,856 CHF | 99.06% | 99.06% |
07/05/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 215,000 | 215,000 | 214,350 | 214,350 | 67,812 CHF | 69,956 CHF | 97.92% | 97.92% |
06/05/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 72,276 CHF | 74,464 CHF | 100.00% | 100.00% |
03/05/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 220,000 | 220,000 | 219,539 | 219,539 | 77,427 CHF | 79,622 CHF | 99.98% | 99.98% |
02/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 220,000 | 220,000 | 221,363 | 221,363 | 82,354 CHF | 84,568 CHF | 100.00% | 100.00% |