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 | 0.59% | 1.77 CHF | 1.78 CHF | 160,000 | 160,000 | 72,214 | 72,214 | 125,225 CHF | 125,950 CHF | 100.00% | 100.00% |
15/05/2024 | 0.56% | 1.68 CHF | 1.69 CHF | 164,000 | 164,000 | 71,637 | 71,637 | 127,581 CHF | 128,300 CHF | 100.00% | 100.00% |
14/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 156,000 | 156,000 | 69,975 | 69,975 | 129,219 CHF | 129,920 CHF | 100.00% | 100.00% |
13/05/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 156,000 | 156,000 | 69,931 | 69,931 | 130,758 CHF | 131,459 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 156,000 | 156,000 | 69,959 | 69,959 | 131,037 CHF | 131,738 CHF | 99.88% | 99.88% |
08/05/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 156,000 | 156,000 | 51,969 | 51,969 | 96,802 CHF | 97,323 CHF | 97.39% | 97.39% |
07/05/2024 | 0.48% | 1.85 CHF | 1.86 CHF | 158,000 | 158,000 | 54,373 | 54,373 | 110,389 CHF | 110,934 CHF | 98.15% | 98.15% |
06/05/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 144,000 | 144,000 | 64,484 | 64,484 | 146,821 CHF | 147,467 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 146,000 | 146,000 | 59,785 | 59,785 | 130,938 CHF | 131,537 CHF | 100.00% | 100.00% |
02/05/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 146,000 | 146,000 | 66,331 | 66,331 | 140,978 CHF | 141,643 CHF | 100.00% | 100.00% |