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 | 1.38% | 0.85 CHF | 0.86 CHF | 220,000 | 220,000 | 96,886 | 96,886 | 73,311 CHF | 74,286 CHF | 97.56% | 97.56% |
15/05/2024 | 1.75% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 108,891 | 108,891 | 65,765 CHF | 66,860 CHF | 98.22% | 98.22% |
14/05/2024 | 2.01% | 0.54 CHF | 0.55 CHF | 260,000 | 260,000 | 114,802 | 114,802 | 59,012 CHF | 60,167 CHF | 98.17% | 98.17% |
13/05/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 260,000 | 260,000 | 112,215 | 112,215 | 61,469 CHF | 62,596 CHF | 98.47% | 98.47% |
10/05/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 260,000 | 260,000 | 112,450 | 112,450 | 64,797 CHF | 65,926 CHF | 98.39% | 98.39% |
08/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 109,547 | 109,547 | 65,330 CHF | 66,429 CHF | 96.91% | 96.91% |
07/05/2024 | 1.64% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 109,651 | 109,651 | 68,618 CHF | 69,718 CHF | 95.90% | 95.90% |
06/05/2024 | 1.72% | 0.62 CHF | 0.63 CHF | 270,000 | 270,000 | 114,747 | 114,747 | 69,240 CHF | 70,392 CHF | 98.18% | 98.18% |
03/05/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 129,627 | 129,627 | 61,028 CHF | 62,328 CHF | 96.90% | 96.90% |
02/05/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 320,000 | 320,000 | 131,900 | 131,900 | 57,081 CHF | 58,406 CHF | 98.47% | 98.47% |