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 | 1.31% | 0.97 CHF | 0.98 CHF | 192,000 | 192,000 | 88,761 | 88,761 | 72,040 CHF | 72,931 CHF | 99.22% | 99.22% |
15/05/2024 | 1.52% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 89,328 | 89,328 | 60,311 CHF | 61,207 CHF | 100.00% | 100.00% |
14/05/2024 | 1.79% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 99,823 | 99,823 | 63,976 CHF | 65,026 CHF | 58.37% | 98.54% |
13/05/2024 | - | 0.90 CHF | 0.83 CHF | 194,000 | 3,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
10/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 89,487 | 89,487 | 60,917 CHF | 61,814 CHF | 100.00% | 100.00% |
08/05/2024 | 1.72% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 94,967 | 94,967 | 56,541 CHF | 57,493 CHF | 99.13% | 99.13% |
07/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 89,409 | 89,409 | 58,632 CHF | 59,528 CHF | 99.83% | 99.83% |
06/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 89,496 | 89,496 | 66,379 CHF | 67,276 CHF | 100.00% | 100.00% |
03/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 89,563 | 89,563 | 64,117 CHF | 65,014 CHF | 99.68% | 99.68% |
02/05/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 96,359 | 96,359 | 56,857 CHF | 57,822 CHF | 99.99% | 99.99% |