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 | 0.97% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 199,000 | 199,000 | 203,686 CHF | 205,677 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 198,784 | 198,784 | 207,567 CHF | 209,559 CHF | 100.00% | 100.00% |
14/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 199,153 | 199,153 | 202,245 CHF | 204,237 CHF | 100.00% | 100.00% |
13/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,376 | 200,376 | 200,712 CHF | 202,715 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 220,000 | 220,000 | 199,351 | 199,351 | 203,310 CHF | 205,304 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 199,133 | 199,133 | 208,446 CHF | 210,437 CHF | 99.15% | 99.15% |
07/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 199,079 | 199,079 | 209,373 CHF | 211,365 CHF | 99.85% | 99.85% |
06/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 199,175 | 199,175 | 204,982 CHF | 206,974 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 208,603 | 208,603 | 209,477 CHF | 211,563 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 205,992 | 205,992 | 206,721 CHF | 208,781 CHF | 100.00% | 100.00% |