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 | 1.57% | 0.64 CHF | 0.65 CHF | 265,000 | 265,000 | 260,482 | 260,482 | 164,893 CHF | 167,500 CHF | 100.00% | 100.00% |
15/05/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 245,000 | 245,000 | 244,016 | 244,016 | 153,455 CHF | 155,901 CHF | 100.00% | 100.00% |
14/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 245,000 | 245,000 | 243,925 | 243,925 | 149,641 CHF | 152,081 CHF | 100.00% | 100.00% |
13/05/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 160,635 CHF | 163,124 CHF | 100.00% | 100.00% |
10/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 250,893 | 250,893 | 167,101 CHF | 169,610 CHF | 100.00% | 100.00% |
08/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 255,000 | 255,000 | 253,869 | 253,869 | 172,863 CHF | 175,403 CHF | 98.84% | 98.84% |
07/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 245,000 | 245,000 | 247,711 | 247,711 | 156,331 CHF | 158,811 CHF | 97.92% | 97.92% |
06/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 155,440 CHF | 157,917 CHF | 100.00% | 100.00% |
03/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 160,252 CHF | 162,741 CHF | 100.00% | 100.00% |
02/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 161,516 CHF | 164,006 CHF | 100.00% | 100.00% |