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 | 1.01% | 1.00 CHF | 1.01 CHF | 2,184,900 | 2,184,900 | 2,183,360 | 2,183,490 | 2,158,480 CHF | 2,180,450 CHF | 100.00% | 100.00% |
15/05/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 2,410,300 | 2,410,300 | 2,404,000 | 2,404,000 | 2,131,220 CHF | 2,155,320 CHF | 100.00% | 100.00% |
14/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 2,523,000 | 2,523,000 | 2,522,760 | 2,522,760 | 2,106,590 CHF | 2,131,820 CHF | 100.00% | 100.00% |
13/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 2,550,600 | 2,550,600 | 2,550,600 | 2,550,600 | 2,128,300 CHF | 2,153,800 CHF | 100.00% | 100.00% |
10/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 2,597,400 | 2,597,400 | 2,597,400 | 2,597,400 | 2,154,710 CHF | 2,180,680 CHF | 100.00% | 100.00% |
08/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 2,615,300 | 2,615,300 | 2,615,030 | 2,615,030 | 2,071,060 CHF | 2,097,210 CHF | 96.63% | 96.63% |
07/05/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 2,611,900 | 2,611,900 | 2,611,440 | 2,611,440 | 2,079,340 CHF | 2,105,460 CHF | 98.36% | 98.36% |
06/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 2,808,700 | 2,808,700 | 2,808,690 | 2,808,700 | 2,108,270 CHF | 2,136,360 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,049,550 CHF | 2,079,550 CHF | 99.98% | 99.98% |
02/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,844,580 CHF | 1,874,580 CHF | 99.64% | 99.64% |