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 | 1.91% | 0.57 CHF | 0.58 CHF | 160,000 | 160,000 | 72,212 | 72,212 | 39,086 CHF | 39,811 CHF | 100.00% | 100.00% |
15/05/2024 | 1.65% | 0.48 CHF | 0.49 CHF | 164,000 | 164,000 | 71,635 | 71,635 | 42,056 CHF | 42,775 CHF | 100.00% | 100.00% |
14/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 156,000 | 156,000 | 69,973 | 69,973 | 45,532 CHF | 46,234 CHF | 100.00% | 100.00% |
13/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 156,000 | 156,000 | 69,932 | 69,932 | 47,188 CHF | 47,888 CHF | 100.00% | 100.00% |
10/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 156,000 | 156,000 | 69,967 | 69,967 | 47,406 CHF | 48,107 CHF | 99.88% | 99.88% |
08/05/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 156,000 | 156,000 | 51,961 | 51,961 | 34,652 CHF | 35,172 CHF | 97.39% | 97.39% |
07/05/2024 | 1.12% | 0.66 CHF | 0.67 CHF | 158,000 | 158,000 | 54,349 | 54,349 | 45,436 CHF | 45,980 CHF | 98.19% | 98.19% |
06/05/2024 | 0.95% | 1.13 CHF | 1.14 CHF | 144,000 | 144,000 | 64,483 | 64,483 | 70,049 CHF | 70,695 CHF | 100.00% | 100.00% |
03/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 146,000 | 146,000 | 59,766 | 59,766 | 59,737 CHF | 60,336 CHF | 99.98% | 99.98% |
02/05/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 146,000 | 146,000 | 66,330 | 66,330 | 61,377 CHF | 62,042 CHF | 100.00% | 100.00% |