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 | 2.45% | 0.45 CHF | 0.46 CHF | 160,000 | 160,000 | 72,211 | 72,211 | 30,441 CHF | 31,166 CHF | 100.00% | 100.00% |
15/05/2024 | 2.05% | 0.36 CHF | 0.37 CHF | 164,000 | 164,000 | 71,637 | 71,637 | 33,472 CHF | 34,191 CHF | 100.00% | 100.00% |
14/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 156,000 | 156,000 | 69,972 | 69,972 | 37,126 CHF | 37,827 CHF | 100.00% | 100.00% |
13/05/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 156,000 | 156,000 | 69,931 | 69,931 | 38,794 CHF | 39,495 CHF | 100.00% | 100.00% |
10/05/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 156,000 | 156,000 | 69,957 | 69,957 | 39,028 CHF | 39,729 CHF | 99.88% | 99.88% |
08/05/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 156,000 | 156,000 | 51,967 | 51,967 | 28,407 CHF | 28,928 CHF | 97.39% | 97.39% |
07/05/2024 | 1.30% | 0.54 CHF | 0.55 CHF | 158,000 | 158,000 | 54,349 | 54,349 | 38,931 CHF | 39,475 CHF | 98.19% | 98.19% |
06/05/2024 | 1.07% | 1.01 CHF | 1.02 CHF | 144,000 | 144,000 | 64,483 | 64,483 | 62,344 CHF | 62,990 CHF | 100.00% | 100.00% |
03/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 146,000 | 146,000 | 59,772 | 59,772 | 52,592 CHF | 53,191 CHF | 99.99% | 99.99% |
02/05/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 146,000 | 146,000 | 66,330 | 66,330 | 53,375 CHF | 54,040 CHF | 100.00% | 100.00% |