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 | 1.38% | 0.78 CHF | 0.79 CHF | 160,000 | 160,000 | 72,207 | 72,207 | 53,883 CHF | 54,608 CHF | 100.00% | 100.00% |
15/05/2024 | 1.24% | 0.69 CHF | 0.70 CHF | 164,000 | 164,000 | 71,634 | 71,634 | 56,698 CHF | 57,417 CHF | 100.00% | 100.00% |
14/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 156,000 | 156,000 | 69,972 | 69,972 | 59,788 CHF | 60,490 CHF | 100.00% | 100.00% |
13/05/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 156,000 | 156,000 | 69,933 | 69,933 | 61,400 CHF | 62,100 CHF | 100.00% | 100.00% |
10/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 61,694 CHF | 62,394 CHF | 99.88% | 99.88% |
08/05/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 156,000 | 156,000 | 51,962 | 51,962 | 45,238 CHF | 45,759 CHF | 97.38% | 97.38% |
07/05/2024 | 0.91% | 0.86 CHF | 0.87 CHF | 158,000 | 158,000 | 54,220 | 54,220 | 56,348 CHF | 56,891 CHF | 98.36% | 98.36% |
06/05/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 144,000 | 144,000 | 64,487 | 64,487 | 83,028 CHF | 83,674 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 146,000 | 146,000 | 59,763 | 59,763 | 71,752 CHF | 72,350 CHF | 99.98% | 99.98% |
02/05/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 146,000 | 146,000 | 66,331 | 66,331 | 74,920 CHF | 75,584 CHF | 100.00% | 100.00% |