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 | 1.00% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 247,592 CHF | 100,037 CHF | 99.17% | 99.17% |
15/05/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 264,477 CHF | 106,791 CHF | 94.71% | 94.71% |
14/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,634 CHF | 109,654 CHF | 99.17% | 99.17% |
13/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 254,668 CHF | 102,867 CHF | 98.69% | 98.69% |
10/05/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 266,071 CHF | 107,428 CHF | 99.17% | 99.17% |
08/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 261,356 CHF | 105,543 CHF | 99.17% | 99.17% |
07/05/2024 | 0.84% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 296,298 CHF | 119,519 CHF | 97.18% | 97.18% |
06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 306,407 CHF | 123,563 CHF | 99.17% | 99.17% |
03/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 309,015 CHF | 124,606 CHF | 99.15% | 99.15% |
02/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 321,967 CHF | 129,787 CHF | 99.11% | 99.11% |