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% | 0.88 CHF | 0.89 CHF | 480,000 | 480,000 | 221,893 | 221,893 | 208,725 CHF | 210,953 CHF | 99.22% | 99.22% |
15/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500,000 | 500,000 | 223,288 | 223,288 | 222,193 CHF | 224,434 CHF | 100.00% | 100.00% |
14/05/2024 | 1.06% | 1.02 CHF | 1.03 CHF | 500,000 | 500,000 | 197,683 | 197,683 | 194,999 CHF | 196,979 CHF | 98.54% | 98.54% |
13/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 485,000 | 485,000 | 222,107 | 222,107 | 207,495 CHF | 209,720 CHF | 99.49% | 99.49% |
10/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 500,000 | 500,000 | 223,714 | 223,714 | 223,276 CHF | 225,517 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 237,683 | 237,683 | 245,624 CHF | 248,006 CHF | 99.12% | 99.12% |
07/05/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 500,000 | 500,000 | 223,558 | 223,558 | 225,284 CHF | 227,525 CHF | 99.80% | 99.80% |
06/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 223,757 | 223,757 | 217,359 CHF | 219,601 CHF | 100.00% | 100.00% |
03/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 500,000 | 500,000 | 223,984 | 223,984 | 220,141 CHF | 222,385 CHF | 99.70% | 99.70% |
02/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500,000 | 500,000 | 241,217 | 241,217 | 251,677 CHF | 254,093 CHF | 99.99% | 99.99% |