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 | 1.18% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 199,751 | 199,751 | 169,022 CHF | 171,022 CHF | 99.64% | 99.64% |
15/05/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 230,000 | 230,000 | 229,575 | 229,575 | 176,950 CHF | 179,250 CHF | 99.06% | 99.06% |
14/05/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 159,569 CHF | 162,069 CHF | 99.70% | 99.70% |
13/05/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 133,614 CHF | 135,714 CHF | 99.44% | 99.44% |
10/05/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 199,623 CHF | 202,123 CHF | 100.00% | 100.00% |
08/05/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 139,417 CHF | 142,317 CHF | 99.29% | 99.29% |
07/05/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 140,413 CHF | 143,113 CHF | 100.00% | 100.00% |
06/05/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 164,621 CHF | 167,621 CHF | 100.00% | 100.00% |
03/05/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 140,504 CHF | 143,504 CHF | 98.15% | 98.15% |
02/05/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 147,206 CHF | 150,206 CHF | 99.99% | 99.99% |