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 | 2.14% | 0.46 CHF | 0.47 CHF | 430,000 | 430,000 | 429,382 | 429,382 | 199,877 CHF | 204,177 CHF | 100.00% | 100.00% |
15/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 420,000 | 420,000 | 419,257 | 419,257 | 213,244 CHF | 217,444 CHF | 100.00% | 100.00% |
14/05/2024 | 2.13% | 0.50 CHF | 0.51 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 209,527 CHF | 214,027 CHF | 100.00% | 100.00% |
13/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 199,266 CHF | 203,566 CHF | 100.00% | 100.00% |
10/05/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 197,742 CHF | 202,442 CHF | 100.00% | 100.00% |
08/05/2024 | 1.91% | 0.47 CHF | 0.48 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 228,754 CHF | 233,154 CHF | 99.63% | 99.63% |
07/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 217,222 CHF | 221,722 CHF | 100.00% | 100.00% |
06/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 199,931 CHF | 204,231 CHF | 100.00% | 100.00% |
03/05/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 201,362 CHF | 205,762 CHF | 99.97% | 99.97% |
02/05/2024 | 2.11% | 0.51 CHF | 0.52 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 206,965 CHF | 211,365 CHF | 100.00% | 100.00% |