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 | 2.27% | 0.45 CHF | 0.46 CHF | 265,000 | 265,000 | 260,482 | 260,482 | 113,745 CHF | 116,352 CHF | 100.00% | 100.00% |
15/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 245,000 | 245,000 | 244,014 | 244,014 | 105,278 CHF | 107,723 CHF | 100.00% | 100.00% |
14/05/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 245,000 | 245,000 | 243,925 | 243,925 | 101,711 CHF | 104,151 CHF | 100.00% | 100.00% |
13/05/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 111,463 CHF | 113,952 CHF | 100.00% | 100.00% |
10/05/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 250,893 | 250,893 | 117,805 CHF | 120,314 CHF | 100.00% | 100.00% |
08/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 255,000 | 255,000 | 253,867 | 253,867 | 122,948 CHF | 125,487 CHF | 98.84% | 98.84% |
07/05/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 245,000 | 245,000 | 247,721 | 247,721 | 108,026 CHF | 110,505 CHF | 97.91% | 97.91% |
06/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 106,555 CHF | 109,033 CHF | 100.00% | 100.00% |
03/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 111,431 CHF | 113,920 CHF | 100.00% | 100.00% |
02/05/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 112,267 CHF | 114,757 CHF | 100.00% | 100.00% |