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 | 1.20% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,436 CHF | 63,186 CHF | 99.34% | 99.34% |
15/05/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,385 CHF | 71,135 CHF | 99.34% | 99.34% |
14/05/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,717 CHF | 77,467 CHF | 99.03% | 99.03% |
13/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,270 CHF | 89,020 CHF | 98.45% | 98.45% |
10/05/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,596 CHF | 77,346 CHF | 99.35% | 99.35% |
08/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,770 CHF | 73,520 CHF | 99.28% | 99.28% |
07/05/2024 | 0.96% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,791 CHF | 78,541 CHF | 99.29% | 99.29% |
06/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,380 CHF | 83,130 CHF | 99.35% | 99.35% |
03/05/2024 | 0.89% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,866 CHF | 84,616 CHF | 99.18% | 99.18% |
02/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,929 CHF | 90,679 CHF | 98.86% | 98.86% |