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 | 0.64% | 1.64 CHF | 1.65 CHF | 160,000 | 160,000 | 72,214 | 72,214 | 116,232 CHF | 116,957 CHF | 100.00% | 100.00% |
15/05/2024 | 0.61% | 1.55 CHF | 1.56 CHF | 164,000 | 164,000 | 71,634 | 71,634 | 118,583 CHF | 119,302 CHF | 100.00% | 100.00% |
14/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 156,000 | 156,000 | 69,970 | 69,970 | 120,474 CHF | 121,175 CHF | 100.00% | 100.00% |
13/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 121,968 CHF | 122,669 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 156,000 | 156,000 | 69,961 | 69,961 | 122,216 CHF | 122,917 CHF | 99.88% | 99.88% |
08/05/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 156,000 | 156,000 | 51,966 | 51,966 | 90,296 CHF | 90,816 CHF | 97.40% | 97.40% |
07/05/2024 | 0.51% | 1.72 CHF | 1.73 CHF | 158,000 | 158,000 | 54,472 | 54,472 | 103,713 CHF | 104,259 CHF | 97.88% | 97.88% |
06/05/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 144,000 | 144,000 | 64,487 | 64,487 | 138,699 CHF | 139,345 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 146,000 | 146,000 | 59,763 | 59,763 | 123,438 CHF | 124,037 CHF | 99.97% | 99.97% |
02/05/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 146,000 | 146,000 | 66,333 | 66,333 | 132,641 CHF | 133,306 CHF | 100.00% | 100.00% |