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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.96% | 1.12 CHF | 1.13 CHF | 196,000 | 196,000 | 86,569 | 86,569 | 93,328 CHF | 94,195 CHF | 99.86% | 99.86% |
21/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 190,000 | 190,000 | 85,507 | 85,507 | 84,928 CHF | 85,785 CHF | 99.53% | 99.53% |
17/05/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 184,000 | 184,000 | 83,258 | 83,258 | 75,891 CHF | 76,729 CHF | 98.94% | 98.94% |
16/05/2024 | 0.87% | 0.98 CHF | 0.99 CHF | 192,000 | 192,000 | 88,758 | 88,758 | 100,876 CHF | 101,767 CHF | 99.22% | 99.22% |
15/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 89,330 | 89,330 | 113,742 CHF | 114,639 CHF | 100.00% | 100.00% |
14/05/2024 | 0.96% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 79,184 | 79,184 | 98,653 CHF | 99,474 CHF | 97.33% | 97.33% |
13/05/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 194,000 | 194,000 | 88,874 | 88,874 | 99,134 CHF | 100,025 CHF | 99.49% | 99.49% |
10/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 89,486 | 89,486 | 113,947 CHF | 114,844 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200,000 | 200,000 | 94,965 | 94,965 | 129,409 CHF | 130,360 CHF | 99.13% | 99.13% |
07/05/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 89,410 | 89,410 | 116,248 CHF | 117,144 CHF | 99.83% | 99.83% |