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 | 1.09% | 0.91 CHF | 0.92 CHF | 110,000 | 110,000 | 109,914 | 109,914 | 100,139 CHF | 101,239 CHF | 99.75% | 99.75% |
15/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 110,000 | 110,000 | 109,742 | 109,742 | 102,975 CHF | 104,075 CHF | 100.00% | 100.00% |
14/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 100,999 CHF | 102,099 CHF | 100.00% | 100.00% |
13/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 98,707 CHF | 99,906 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 92,324 CHF | 93,524 CHF | 100.00% | 100.00% |
08/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 119,977 | 119,977 | 81,403 CHF | 82,603 CHF | 99.08% | 99.08% |
07/05/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 121,841 | 121,841 | 79,645 CHF | 80,864 CHF | 99.81% | 99.81% |
06/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 79,016 CHF | 80,316 CHF | 100.00% | 100.00% |
03/05/2024 | 1.41% | 0.64 CHF | 0.65 CHF | 130,000 | 130,000 | 122,710 | 122,710 | 87,388 CHF | 88,615 CHF | 98.99% | 98.99% |
02/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,985 CHF | 93,185 CHF | 100.00% | 100.00% |