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 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 277,656 CHF | 280,656 CHF | 99.91% | 99.91% |
15/05/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 283,312 CHF | 286,312 CHF | 100.00% | 100.00% |
14/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 290,479 CHF | 293,479 CHF | 99.76% | 99.76% |
13/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 287,496 CHF | 290,496 CHF | 100.00% | 100.00% |
10/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 288,206 CHF | 291,206 CHF | 100.00% | 100.00% |
08/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 293,565 CHF | 296,565 CHF | 96.88% | 96.88% |
07/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 288,708 CHF | 291,708 CHF | 99.83% | 99.83% |
06/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 282,262 CHF | 285,262 CHF | 99.76% | 99.76% |
03/05/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 285,946 CHF | 288,946 CHF | 99.99% | 99.99% |
02/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 303,718 CHF | 306,718 CHF | 100.00% | 100.00% |