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 | 0.76% | 1.38 CHF | 1.39 CHF | 160,000 | 160,000 | 72,211 | 72,211 | 97,653 CHF | 98,378 CHF | 100.00% | 100.00% |
15/05/2024 | 0.71% | 1.30 CHF | 1.31 CHF | 164,000 | 164,000 | 71,636 | 71,636 | 100,247 CHF | 100,966 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 156,000 | 156,000 | 69,974 | 69,974 | 102,470 CHF | 103,171 CHF | 100.00% | 100.00% |
13/05/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 104,047 CHF | 104,747 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 156,000 | 156,000 | 69,966 | 69,966 | 104,360 CHF | 105,061 CHF | 99.88% | 99.88% |
08/05/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 156,000 | 156,000 | 51,967 | 51,967 | 76,950 CHF | 77,470 CHF | 97.38% | 97.38% |
07/05/2024 | 0.59% | 1.47 CHF | 1.48 CHF | 158,000 | 158,000 | 54,344 | 54,344 | 89,570 CHF | 90,115 CHF | 98.19% | 98.19% |
06/05/2024 | 0.54% | 1.94 CHF | 1.95 CHF | 144,000 | 144,000 | 64,489 | 64,489 | 122,306 CHF | 122,952 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 146,000 | 146,000 | 59,785 | 59,785 | 108,189 CHF | 108,788 CHF | 100.00% | 100.00% |
02/05/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 146,000 | 146,000 | 66,331 | 66,331 | 115,518 CHF | 116,182 CHF | 100.00% | 100.00% |