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% | 0.99 CHF | 1.00 CHF | 210,000 | 210,000 | 209,062 | 209,062 | 206,625 CHF | 208,718 CHF | 100.00% | 100.00% |
15/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 210,000 | 210,000 | 208,672 | 208,672 | 200,859 CHF | 202,950 CHF | 100.00% | 100.00% |
14/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 209,309 | 209,309 | 201,345 CHF | 203,439 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 220,456 CHF | 222,598 CHF | 100.00% | 100.00% |
10/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 220,000 | 220,000 | 217,860 | 217,860 | 233,564 CHF | 235,743 CHF | 100.00% | 100.00% |
08/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 220,000 | 220,000 | 219,044 | 219,044 | 236,338 CHF | 238,528 CHF | 99.06% | 99.06% |
07/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 215,000 | 215,000 | 214,413 | 214,413 | 227,009 CHF | 229,154 CHF | 97.85% | 97.85% |
06/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 234,484 CHF | 236,673 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 220,000 | 220,000 | 219,538 | 219,538 | 239,970 CHF | 242,166 CHF | 99.99% | 99.99% |
02/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 221,364 | 221,364 | 246,718 CHF | 248,932 CHF | 100.00% | 100.00% |