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 | 500,000 | 100,000 | 500,000 | 100,000 | 496,788 CHF | 100,358 CHF | 99.27% | 99.27% |
15/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 502,089 CHF | 101,418 CHF | 99.07% | 99.07% |
14/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 502,784 CHF | 101,557 CHF | 99.27% | 99.27% |
13/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 513,289 CHF | 103,658 CHF | 98.47% | 98.47% |
10/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 504,287 CHF | 101,857 CHF | 99.27% | 99.27% |
08/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 484,913 CHF | 97,983 CHF | 99.27% | 99.27% |
07/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 482,175 CHF | 97,435 CHF | 99.27% | 99.27% |
06/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 487,890 CHF | 98,578 CHF | 99.27% | 99.27% |
03/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 487,280 CHF | 98,456 CHF | 99.17% | 99.17% |
02/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 494,996 CHF | 99,999 CHF | 99.27% | 99.27% |