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 | 1.01% | 1.05 CHF | 1.06 CHF | 160,000 | 160,000 | 72,211 | 72,211 | 73,184 CHF | 73,909 CHF | 100.00% | 100.00% |
15/05/2024 | 0.93% | 0.96 CHF | 0.97 CHF | 164,000 | 164,000 | 71,636 | 71,636 | 75,929 CHF | 76,648 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 78,649 CHF | 79,350 CHF | 100.00% | 100.00% |
13/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 80,236 CHF | 80,936 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 156,000 | 156,000 | 69,968 | 69,968 | 80,557 CHF | 81,258 CHF | 99.88% | 99.88% |
08/05/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 156,000 | 156,000 | 51,964 | 51,964 | 59,225 CHF | 59,745 CHF | 97.39% | 97.39% |
07/05/2024 | 0.73% | 1.13 CHF | 1.14 CHF | 158,000 | 158,000 | 54,213 | 54,213 | 70,919 CHF | 71,462 CHF | 98.34% | 98.34% |
06/05/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 144,000 | 144,000 | 64,488 | 64,488 | 100,340 CHF | 100,986 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 146,000 | 146,000 | 59,785 | 59,785 | 87,856 CHF | 88,455 CHF | 100.00% | 100.00% |
02/05/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 146,000 | 146,000 | 66,330 | 66,330 | 92,857 CHF | 93,521 CHF | 100.00% | 100.00% |