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 | 1.41% | 0.76 CHF | 0.77 CHF | 160,000 | 160,000 | 72,227 | 72,227 | 52,773 CHF | 53,497 CHF | 100.00% | 100.00% |
15/05/2024 | 1.26% | 0.67 CHF | 0.68 CHF | 164,000 | 164,000 | 71,635 | 71,635 | 55,587 CHF | 56,306 CHF | 100.00% | 100.00% |
14/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 156,000 | 156,000 | 69,975 | 69,975 | 58,770 CHF | 59,472 CHF | 99.99% | 99.99% |
13/05/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 156,000 | 156,000 | 69,934 | 69,934 | 60,422 CHF | 61,123 CHF | 100.00% | 100.00% |
10/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 156,000 | 156,000 | 69,956 | 69,956 | 60,619 CHF | 61,320 CHF | 99.88% | 99.88% |
08/05/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 156,000 | 156,000 | 51,967 | 51,967 | 44,512 CHF | 45,032 CHF | 97.39% | 97.39% |
07/05/2024 | 0.92% | 0.84 CHF | 0.85 CHF | 158,000 | 158,000 | 54,349 | 54,349 | 55,711 CHF | 56,255 CHF | 98.18% | 98.18% |
06/05/2024 | 0.81% | 1.31 CHF | 1.32 CHF | 144,000 | 144,000 | 64,487 | 64,487 | 82,241 CHF | 82,887 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 146,000 | 146,000 | 59,785 | 59,785 | 71,038 CHF | 71,638 CHF | 100.00% | 100.00% |
02/05/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 146,000 | 146,000 | 66,331 | 66,331 | 73,967 CHF | 74,631 CHF | 100.00% | 100.00% |