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 | 1.29% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 109,923 | 109,923 | 84,904 CHF | 86,004 CHF | 99.75% | 99.75% |
15/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110,000 | 110,000 | 109,782 | 109,782 | 81,717 CHF | 82,817 CHF | 100.00% | 100.00% |
14/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 83,966 CHF | 85,066 CHF | 100.00% | 100.00% |
13/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 119,891 | 119,891 | 102,433 CHF | 103,631 CHF | 100.00% | 100.00% |
10/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 108,701 CHF | 109,901 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 119,979 | 119,979 | 119,457 CHF | 120,657 CHF | 99.08% | 99.08% |
07/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 121,850 | 121,850 | 124,477 CHF | 125,696 CHF | 99.94% | 99.94% |
06/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 138,212 CHF | 139,512 CHF | 100.00% | 100.00% |
03/05/2024 | 1.06% | 1.03 CHF | 1.04 CHF | 130,000 | 130,000 | 122,712 | 122,712 | 117,896 CHF | 119,124 CHF | 99.05% | 99.05% |
02/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 109,340 CHF | 110,540 CHF | 100.00% | 100.00% |