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 | 1.23% | 0.87 CHF | 0.88 CHF | 160,000 | 160,000 | 72,206 | 72,206 | 60,495 CHF | 61,219 CHF | 100.00% | 100.00% |
15/05/2024 | 1.12% | 0.78 CHF | 0.79 CHF | 164,000 | 164,000 | 71,640 | 71,640 | 63,259 CHF | 63,978 CHF | 100.00% | 100.00% |
14/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 156,000 | 156,000 | 69,972 | 69,972 | 66,226 CHF | 66,927 CHF | 100.00% | 100.00% |
13/05/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 156,000 | 156,000 | 69,931 | 69,931 | 67,865 CHF | 68,565 CHF | 100.00% | 100.00% |
10/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 156,000 | 156,000 | 69,966 | 69,966 | 68,096 CHF | 68,797 CHF | 99.88% | 99.88% |
08/05/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 156,000 | 156,000 | 51,966 | 51,966 | 50,005 CHF | 50,525 CHF | 97.39% | 97.39% |
07/05/2024 | 0.84% | 0.95 CHF | 0.96 CHF | 158,000 | 158,000 | 54,441 | 54,441 | 61,553 CHF | 62,098 CHF | 97.95% | 97.95% |
06/05/2024 | 0.75% | 1.42 CHF | 1.43 CHF | 144,000 | 144,000 | 64,488 | 64,488 | 88,907 CHF | 89,553 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 146,000 | 146,000 | 59,761 | 59,761 | 77,219 CHF | 77,818 CHF | 99.97% | 99.97% |
02/05/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 146,000 | 146,000 | 66,333 | 66,333 | 81,011 CHF | 81,676 CHF | 100.00% | 100.00% |