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 | 1.85% | 0.54 CHF | 0.55 CHF | 265,000 | 265,000 | 260,484 | 260,484 | 139,474 CHF | 142,080 CHF | 100.00% | 100.00% |
15/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 245,000 | 245,000 | 244,003 | 244,003 | 129,522 CHF | 131,968 CHF | 100.00% | 100.00% |
14/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 245,000 | 245,000 | 243,955 | 243,955 | 125,798 CHF | 128,238 CHF | 100.00% | 100.00% |
13/05/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 136,055 CHF | 138,544 CHF | 100.00% | 100.00% |
10/05/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 250,000 | 250,000 | 250,893 | 250,893 | 142,507 CHF | 145,016 CHF | 100.00% | 100.00% |
08/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 255,000 | 255,000 | 253,864 | 253,864 | 147,966 CHF | 150,505 CHF | 98.84% | 98.84% |
07/05/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 245,000 | 245,000 | 247,723 | 247,723 | 132,390 CHF | 134,869 CHF | 97.92% | 97.92% |
06/05/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 130,916 CHF | 133,394 CHF | 100.00% | 100.00% |
03/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 135,845 CHF | 138,335 CHF | 99.99% | 99.99% |
02/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 136,827 CHF | 139,317 CHF | 100.00% | 100.00% |