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 | 0.80% | 1.47 CHF | 1.48 CHF | 192,000 | 192,000 | 88,764 | 88,764 | 116,128 CHF | 117,019 CHF | 99.22% | 99.22% |
15/05/2024 | 0.88% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 89,326 | 89,326 | 104,762 CHF | 105,659 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 79,094 | 79,094 | 95,436 CHF | 96,257 CHF | 98.54% | 98.54% |
13/05/2024 | 0.77% | 1.40 CHF | 1.41 CHF | 194,000 | 194,000 | 88,878 | 88,878 | 119,014 CHF | 119,904 CHF | 99.49% | 99.49% |
10/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 89,488 | 89,488 | 105,464 CHF | 106,361 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 94,963 | 94,963 | 103,913 CHF | 104,865 CHF | 99.13% | 99.13% |
07/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 89,409 | 89,409 | 103,096 CHF | 103,993 CHF | 99.83% | 99.83% |
06/05/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 89,496 | 89,496 | 110,791 CHF | 111,688 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 89,594 | 89,594 | 108,671 CHF | 109,569 CHF | 99.70% | 99.70% |
02/05/2024 | 0.94% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 96,379 | 96,379 | 105,072 CHF | 106,038 CHF | 99.99% | 99.99% |