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 | 0.94% | 1.07 CHF | 1.08 CHF | 210,000 | 210,000 | 209,063 | 209,063 | 222,751 CHF | 224,844 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 210,000 | 210,000 | 208,645 | 208,645 | 217,064 CHF | 219,155 CHF | 100.00% | 100.00% |
14/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 210,000 | 210,000 | 209,308 | 209,308 | 217,522 CHF | 219,616 CHF | 100.00% | 100.00% |
13/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 215,000 | 215,000 | 214,189 | 214,189 | 235,067 CHF | 237,209 CHF | 100.00% | 100.00% |
10/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 220,000 | 220,000 | 217,858 | 217,858 | 244,019 CHF | 246,197 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 220,000 | 220,000 | 219,045 | 219,045 | 246,720 CHF | 248,911 CHF | 99.06% | 99.06% |
07/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 215,000 | 215,000 | 214,430 | 214,430 | 237,346 CHF | 239,490 CHF | 97.85% | 97.85% |
06/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 220,000 | 220,000 | 218,858 | 218,858 | 244,969 CHF | 247,157 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 220,000 | 220,000 | 219,538 | 219,538 | 250,737 CHF | 252,933 CHF | 100.00% | 100.00% |
02/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 220,000 | 220,000 | 221,362 | 221,362 | 257,179 CHF | 259,393 CHF | 100.00% | 100.00% |