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 | 3.79% | 0.25 CHF | 0.26 CHF | 265,000 | 265,000 | 260,483 | 260,483 | 67,553 CHF | 70,160 CHF | 100.00% | 100.00% |
15/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 245,000 | 245,000 | 244,015 | 244,015 | 69,532 CHF | 71,978 CHF | 100.00% | 100.00% |
14/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 245,000 | 245,000 | 243,925 | 243,925 | 73,237 CHF | 75,677 CHF | 100.00% | 100.00% |
13/05/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 66,056 CHF | 68,545 CHF | 100.00% | 100.00% |
10/05/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,892 | 250,892 | 61,445 CHF | 63,954 CHF | 100.00% | 100.00% |
08/05/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 255,000 | 255,000 | 253,869 | 253,869 | 58,271 CHF | 60,810 CHF | 98.84% | 98.84% |
07/05/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 245,000 | 245,000 | 247,711 | 247,711 | 69,661 CHF | 72,140 CHF | 97.91% | 97.91% |
06/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 70,074 CHF | 72,551 CHF | 100.00% | 100.00% |
03/05/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 66,433 CHF | 68,922 CHF | 99.99% | 99.99% |
02/05/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 65,627 CHF | 68,117 CHF | 100.00% | 100.00% |