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 | 1.03% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 241,676 CHF | 97,670 CHF | 99.17% | 99.17% |
15/05/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 257,338 CHF | 103,935 CHF | 94.71% | 94.71% |
14/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 266,267 CHF | 107,507 CHF | 99.17% | 99.17% |
13/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 270,021 CHF | 109,008 CHF | 98.69% | 98.69% |
10/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 268,139 CHF | 108,256 CHF | 99.17% | 99.17% |
08/05/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,248 CHF | 108,699 CHF | 99.17% | 99.17% |
07/05/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 279,181 CHF | 112,672 CHF | 97.19% | 97.19% |
06/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 281,700 CHF | 113,680 CHF | 99.17% | 99.17% |
03/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 284,165 CHF | 114,666 CHF | 99.16% | 99.16% |
02/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,336 CHF | 108,735 CHF | 99.12% | 99.12% |