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 | 500,000 | 100,000 | 500,000 | 100,000 | 514,724 CHF | 103,945 CHF | 99.27% | 99.27% |
15/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 498,755 CHF | 100,751 CHF | 99.07% | 99.07% |
14/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 497,636 CHF | 100,527 CHF | 99.27% | 99.27% |
13/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 503,417 CHF | 101,684 CHF | 98.47% | 98.47% |
10/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 513,115 CHF | 103,623 CHF | 99.27% | 99.27% |
08/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 529,416 CHF | 106,883 CHF | 99.27% | 99.27% |
07/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 529,326 CHF | 106,865 CHF | 99.27% | 99.27% |
06/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 535,759 CHF | 108,152 CHF | 99.27% | 99.27% |
03/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 545,212 CHF | 110,042 CHF | 99.16% | 99.16% |
02/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 554,519 CHF | 111,904 CHF | 99.27% | 99.27% |