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 | 1.19% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,908 CHF | 84,563 CHF | 99.17% | 99.17% |
15/05/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 217,659 CHF | 88,064 CHF | 94.70% | 94.70% |
14/05/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,712 CHF | 84,885 CHF | 99.17% | 99.17% |
13/05/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,468 CHF | 83,187 CHF | 98.69% | 98.69% |
10/05/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,623 CHF | 80,449 CHF | 99.17% | 99.17% |
08/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,529 CHF | 80,412 CHF | 99.17% | 99.17% |
07/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 199,450 CHF | 80,780 CHF | 97.18% | 97.18% |
06/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,875 CHF | 80,150 CHF | 99.17% | 99.17% |
03/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,875 CHF | 79,750 CHF | 99.16% | 99.16% |
02/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 215,848 CHF | 87,339 CHF | 99.12% | 99.12% |