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 | 1.33% | 0.75 CHF | 0.76 CHF | 310,000 | 310,000 | 309,551 | 309,551 | 231,248 CHF | 234,348 CHF | 100.00% | 100.00% |
15/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 310,000 | 310,000 | 309,450 | 309,450 | 218,144 CHF | 221,244 CHF | 100.00% | 100.00% |
14/05/2024 | 1.31% | 0.71 CHF | 0.72 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 234,491 CHF | 237,591 CHF | 99.99% | 99.99% |
13/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 239,141 CHF | 242,241 CHF | 100.00% | 100.00% |
10/05/2024 | 1.18% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 251,882 CHF | 254,882 CHF | 100.00% | 100.00% |
08/05/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 223,157 CHF | 226,257 CHF | 99.63% | 99.63% |
07/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 240,570 CHF | 243,670 CHF | 100.00% | 100.00% |
06/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 255,569 CHF | 258,769 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 259,545 CHF | 262,745 CHF | 100.00% | 100.00% |
02/05/2024 | 1.23% | 0.76 CHF | 0.77 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 257,713 CHF | 260,913 CHF | 99.98% | 99.98% |