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 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,237 CHF | 150,912 CHF | 99.10% | 99.10% |
15/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 474,038 CHF | 159,513 CHF | 99.15% | 99.15% |
14/05/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,170 CHF | 153,223 CHF | 99.14% | 99.14% |
13/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,329 CHF | 152,610 CHF | 95.18% | 95.18% |
10/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,334 CHF | 153,611 CHF | 99.13% | 99.13% |
08/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 620,678 CHF | 208,893 CHF | 99.19% | 99.19% |
07/05/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 614,914 CHF | 206,971 CHF | 99.12% | 99.12% |
06/05/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 549,489 CHF | 185,163 CHF | 99.17% | 99.17% |
03/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 521,111 CHF | 175,704 CHF | 99.09% | 99.09% |
02/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,541 CHF | 128,680 CHF | 99.15% | 99.15% |