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 | 1.24% | 0.86 CHF | 0.87 CHF | 160,000 | 160,000 | 72,227 | 72,227 | 59,644 CHF | 60,369 CHF | 100.00% | 100.00% |
15/05/2024 | 1.13% | 0.77 CHF | 0.78 CHF | 164,000 | 164,000 | 71,638 | 71,638 | 62,418 CHF | 63,138 CHF | 100.00% | 100.00% |
14/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 156,000 | 156,000 | 69,970 | 69,970 | 65,397 CHF | 66,099 CHF | 100.00% | 100.00% |
13/05/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 156,000 | 156,000 | 69,931 | 69,931 | 67,040 CHF | 67,740 CHF | 100.00% | 100.00% |
10/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 67,313 CHF | 68,014 CHF | 99.88% | 99.88% |
08/05/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 156,000 | 156,000 | 51,949 | 51,949 | 49,411 CHF | 49,932 CHF | 97.46% | 97.46% |
07/05/2024 | 0.85% | 0.94 CHF | 0.95 CHF | 158,000 | 158,000 | 54,382 | 54,382 | 60,912 CHF | 61,457 CHF | 98.14% | 98.14% |
06/05/2024 | 0.75% | 1.41 CHF | 1.42 CHF | 144,000 | 144,000 | 64,487 | 64,487 | 88,294 CHF | 88,940 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 146,000 | 146,000 | 59,750 | 59,750 | 76,591 CHF | 77,190 CHF | 99.96% | 99.96% |
02/05/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 146,000 | 146,000 | 66,324 | 66,324 | 80,314 CHF | 80,978 CHF | 99.99% | 99.99% |