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 | 0.60% | 1.75 CHF | 1.76 CHF | 160,000 | 160,000 | 72,211 | 72,211 | 124,079 CHF | 124,804 CHF | 100.00% | 100.00% |
15/05/2024 | 0.57% | 1.66 CHF | 1.67 CHF | 164,000 | 164,000 | 71,634 | 71,634 | 126,394 CHF | 127,113 CHF | 100.00% | 100.00% |
14/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 156,000 | 156,000 | 69,971 | 69,971 | 128,070 CHF | 128,772 CHF | 100.00% | 100.00% |
13/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 156,000 | 156,000 | 69,933 | 69,933 | 129,626 CHF | 130,327 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 156,000 | 156,000 | 69,970 | 69,970 | 129,886 CHF | 130,587 CHF | 99.88% | 99.88% |
08/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 156,000 | 156,000 | 51,962 | 51,962 | 95,967 CHF | 96,487 CHF | 97.39% | 97.39% |
07/05/2024 | 0.48% | 1.83 CHF | 1.84 CHF | 158,000 | 158,000 | 54,471 | 54,471 | 109,643 CHF | 110,189 CHF | 97.86% | 97.86% |
06/05/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 144,000 | 144,000 | 64,488 | 64,488 | 145,678 CHF | 146,324 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 146,000 | 146,000 | 59,742 | 59,742 | 129,857 CHF | 130,456 CHF | 99.95% | 99.95% |
02/05/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 146,000 | 146,000 | 66,330 | 66,330 | 139,856 CHF | 140,521 CHF | 100.00% | 100.00% |