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 | 1.04% | 0.96 CHF | 0.97 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 105,372 CHF | 106,472 CHF | 99.75% | 99.75% |
15/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 110,000 | 110,000 | 109,744 | 109,744 | 108,158 CHF | 109,258 CHF | 99.99% | 99.99% |
14/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 106,194 CHF | 107,294 CHF | 100.00% | 100.00% |
13/05/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 104,396 CHF | 105,595 CHF | 100.00% | 100.00% |
10/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,953 CHF | 99,153 CHF | 100.00% | 100.00% |
08/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 119,976 | 119,976 | 87,104 CHF | 88,304 CHF | 99.08% | 99.08% |
07/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 121,841 | 121,841 | 85,266 CHF | 86,485 CHF | 99.80% | 99.80% |
06/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 85,223 CHF | 86,523 CHF | 100.00% | 100.00% |
03/05/2024 | 1.32% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 122,709 | 122,709 | 93,249 CHF | 94,476 CHF | 99.05% | 99.05% |
02/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,636 CHF | 98,836 CHF | 100.00% | 100.00% |