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 | 0.83% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 299,533 CHF | 120,813 CHF | 99.38% | 99.38% |
15/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 300,364 CHF | 121,146 CHF | 98.26% | 98.26% |
14/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 298,709 CHF | 120,484 CHF | 99.37% | 99.37% |
13/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 294,761 CHF | 118,905 CHF | 98.85% | 98.85% |
10/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 290,258 CHF | 117,103 CHF | 99.22% | 99.22% |
08/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 280,911 CHF | 113,364 CHF | 99.35% | 99.35% |
07/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,541 CHF | 101,217 CHF | 97.84% | 97.84% |
06/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 244,462 CHF | 98,785 CHF | 99.38% | 99.38% |
03/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,600 CHF | 104,440 CHF | 99.28% | 99.28% |
02/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,980 CHF | 104,592 CHF | 98.75% | 98.75% |