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 | 0.87% | 1.37 CHF | 1.38 CHF | 192,000 | 192,000 | 88,755 | 88,755 | 107,257 CHF | 108,148 CHF | 99.22% | 99.22% |
15/05/2024 | 0.96% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 89,329 | 89,329 | 95,857 CHF | 96,754 CHF | 100.00% | 100.00% |
14/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 79,099 | 79,099 | 87,509 CHF | 88,331 CHF | 98.54% | 98.54% |
13/05/2024 | 0.83% | 1.30 CHF | 1.31 CHF | 194,000 | 194,000 | 88,878 | 88,878 | 110,162 CHF | 111,052 CHF | 99.49% | 99.49% |
10/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 89,486 | 89,486 | 96,529 CHF | 97,426 CHF | 100.00% | 100.00% |
08/05/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 94,967 | 94,967 | 94,423 CHF | 95,374 CHF | 99.13% | 99.13% |
07/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 89,409 | 89,409 | 94,180 CHF | 95,077 CHF | 99.83% | 99.83% |
06/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 89,503 | 89,503 | 101,848 CHF | 102,745 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 89,578 | 89,578 | 99,741 CHF | 100,638 CHF | 99.69% | 99.69% |
02/05/2024 | 1.03% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 96,366 | 96,366 | 95,382 CHF | 96,348 CHF | 99.99% | 99.99% |