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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 101,000 | 101,000 | 101,860 | 101,860 | 100,836 CHF | 101,858 CHF | 100.00% | 100.00% |
22/05/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 103,000 | 103,000 | 103,850 | 103,850 | 107,264 CHF | 108,302 CHF | 100.00% | 100.00% |
21/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 107,000 | 107,000 | 106,580 | 106,580 | 118,171 CHF | 119,237 CHF | 99.44% | 99.44% |
17/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 103,000 | 103,000 | 101,878 | 101,878 | 99,886 CHF | 100,905 CHF | 100.00% | 100.00% |
16/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 101,000 | 101,000 | 100,718 | 100,718 | 95,855 CHF | 96,863 CHF | 100.00% | 100.00% |
15/05/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 101,000 | 101,000 | 102,143 | 102,143 | 101,429 CHF | 102,452 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 105,000 | 105,000 | 106,317 | 106,317 | 117,260 CHF | 118,323 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 112,000 | 112,000 | 111,529 | 111,529 | 137,380 CHF | 138,496 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 137,324 CHF | 138,439 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 140,482 CHF | 141,604 CHF | 99.06% | 99.06% |