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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 81,166 CHF | 82,266 CHF | 100.00% | 100.00% |
23/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 109,523 | 109,523 | 84,445 CHF | 85,545 CHF | 100.00% | 100.00% |
22/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 84,823 CHF | 85,923 CHF | 100.00% | 100.00% |
21/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 110,000 | 110,000 | 109,910 | 109,910 | 82,011 CHF | 83,111 CHF | 100.00% | 100.00% |
17/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 81,550 CHF | 82,650 CHF | 99.33% | 99.33% |
16/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 81,790 CHF | 82,890 CHF | 99.75% | 99.75% |
15/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 109,743 | 109,743 | 84,768 CHF | 85,868 CHF | 100.00% | 100.00% |
14/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 82,720 CHF | 83,820 CHF | 100.00% | 100.00% |
13/05/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 78,785 CHF | 79,984 CHF | 100.00% | 100.00% |
10/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 72,476 CHF | 73,676 CHF | 100.00% | 100.00% |