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 | 1.05% | 1.17 CHF | 1.18 CHF | 192,000 | 192,000 | 88,759 | 88,759 | 89,461 CHF | 90,352 CHF | 99.22% | 99.22% |
15/05/2024 | 1.18% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 89,330 | 89,330 | 77,924 CHF | 78,821 CHF | 100.00% | 100.00% |
14/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 79,098 | 79,098 | 71,587 CHF | 72,408 CHF | 98.54% | 98.54% |
13/05/2024 | 1.00% | 1.10 CHF | 1.11 CHF | 194,000 | 194,000 | 88,877 | 88,877 | 92,180 CHF | 93,070 CHF | 99.49% | 99.49% |
10/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 89,485 | 89,485 | 78,540 CHF | 79,437 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 94,966 | 94,966 | 75,258 CHF | 76,209 CHF | 99.12% | 99.12% |
07/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 89,410 | 89,410 | 76,172 CHF | 77,068 CHF | 99.83% | 99.83% |
06/05/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 89,503 | 89,503 | 83,918 CHF | 84,815 CHF | 100.00% | 100.00% |
03/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 89,578 | 89,578 | 81,735 CHF | 82,632 CHF | 99.69% | 99.69% |
02/05/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 96,368 | 96,368 | 75,839 CHF | 76,804 CHF | 99.99% | 99.99% |