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 | 2.95% | 0.35 CHF | 0.36 CHF | 162,000 | 162,000 | 161,860 | 161,860 | 54,150 CHF | 55,770 CHF | 100.00% | 100.00% |
15/05/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 160,000 | 160,000 | 159,813 | 159,813 | 48,547 CHF | 50,148 CHF | 100.00% | 100.00% |
14/05/2024 | 3.10% | 0.29 CHF | 0.30 CHF | 160,000 | 160,000 | 161,242 | 161,242 | 51,395 CHF | 53,008 CHF | 100.00% | 100.00% |
13/05/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 54,610 CHF | 56,230 CHF | 99.87% | 99.87% |
10/05/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 162,000 | 162,000 | 163,777 | 163,777 | 63,047 CHF | 64,685 CHF | 100.00% | 100.00% |
08/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 166,000 | 166,000 | 166,000 | 166,000 | 74,332 CHF | 75,992 CHF | 98.93% | 98.93% |
07/05/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 168,000 | 168,000 | 168,190 | 168,190 | 86,457 CHF | 88,140 CHF | 99.89% | 99.89% |
06/05/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 93,458 CHF | 95,156 CHF | 100.00% | 100.00% |
03/05/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 170,000 | 170,000 | 169,926 | 169,926 | 93,428 CHF | 95,127 CHF | 99.98% | 99.98% |
02/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 88,585 CHF | 90,270 CHF | 98.58% | 98.58% |