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 | 1.61% | 0.67 CHF | 0.68 CHF | 160,000 | 160,000 | 72,212 | 72,212 | 46,014 CHF | 46,739 CHF | 100.00% | 100.00% |
15/05/2024 | 1.43% | 0.58 CHF | 0.59 CHF | 164,000 | 164,000 | 71,634 | 71,634 | 48,888 CHF | 49,607 CHF | 100.00% | 100.00% |
14/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 52,169 CHF | 52,871 CHF | 100.00% | 100.00% |
13/05/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 53,853 CHF | 54,554 CHF | 100.00% | 100.00% |
10/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 54,061 CHF | 54,762 CHF | 99.88% | 99.88% |
08/05/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 156,000 | 156,000 | 51,958 | 51,958 | 39,577 CHF | 40,097 CHF | 97.39% | 97.39% |
07/05/2024 | 1.01% | 0.75 CHF | 0.76 CHF | 158,000 | 158,000 | 54,376 | 54,376 | 50,625 CHF | 51,170 CHF | 98.15% | 98.15% |
06/05/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 144,000 | 144,000 | 64,483 | 64,483 | 76,114 CHF | 76,760 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 146,000 | 146,000 | 59,776 | 59,776 | 65,373 CHF | 65,972 CHF | 99.99% | 99.99% |
02/05/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 146,000 | 146,000 | 66,330 | 66,330 | 67,725 CHF | 68,389 CHF | 100.00% | 100.00% |