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 | 0.88% | 1.14 CHF | 1.15 CHF | 110,000 | 110,000 | 109,915 | 109,915 | 124,635 CHF | 125,735 CHF | 99.75% | 99.75% |
15/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 110,000 | 110,000 | 109,742 | 109,742 | 127,462 CHF | 128,562 CHF | 99.99% | 99.99% |
14/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 110,000 | 110,000 | 109,978 | 109,978 | 125,398 CHF | 126,498 CHF | 100.00% | 100.00% |
13/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 125,294 CHF | 126,493 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,832 CHF | 120,032 CHF | 100.00% | 100.00% |
08/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 119,976 | 119,976 | 107,956 CHF | 109,156 CHF | 99.08% | 99.08% |
07/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 121,816 | 121,839 | 106,524 CHF | 107,763 CHF | 99.81% | 99.81% |
06/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 107,790 CHF | 109,090 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 0.86 CHF | 0.87 CHF | 130,000 | 130,000 | 122,708 | 122,708 | 114,521 CHF | 115,748 CHF | 99.00% | 99.00% |
02/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,442 CHF | 119,642 CHF | 100.00% | 100.00% |