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 | 3.91% | 0.25 CHF | 0.26 CHF | 560,000 | 560,000 | 559,267 | 559,267 | 140,600 CHF | 146,200 CHF | 100.00% | 100.00% |
15/05/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 490,000 | 490,000 | 489,108 | 489,108 | 136,914 CHF | 141,814 CHF | 100.00% | 100.00% |
14/05/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 149,474 CHF | 154,174 CHF | 100.00% | 100.00% |
13/05/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 149,690 CHF | 154,290 CHF | 100.00% | 100.00% |
10/05/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 154,474 CHF | 159,074 CHF | 100.00% | 100.00% |
08/05/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 450,000 | 450,000 | 449,824 | 449,824 | 164,973 CHF | 169,473 CHF | 99.63% | 99.63% |
07/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 480,000 | 480,000 | 479,738 | 479,738 | 157,397 CHF | 162,197 CHF | 100.00% | 100.00% |
06/05/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 149,585 CHF | 154,385 CHF | 100.00% | 100.00% |
03/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 153,391 CHF | 158,091 CHF | 99.96% | 99.96% |
02/05/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 166,673 CHF | 171,373 CHF | 99.99% | 99.99% |