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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 230,000 | 230,000 | 228,473 | 228,473 | 220,638 CHF | 222,931 CHF | 99.99% | 99.99% |
22/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 230,453 CHF | 232,743 CHF | 100.00% | 100.00% |
21/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 230,000 | 230,000 | 228,663 | 228,663 | 233,651 CHF | 235,941 CHF | 100.00% | 100.00% |
17/05/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 230,000 | 230,000 | 229,056 | 229,056 | 225,284 CHF | 227,574 CHF | 99.33% | 99.33% |
16/05/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 235,000 | 235,000 | 229,911 | 229,911 | 225,896 CHF | 228,197 CHF | 100.00% | 100.00% |
15/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 230,000 | 230,000 | 228,524 | 228,524 | 233,868 CHF | 236,159 CHF | 100.00% | 100.00% |
14/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 230,000 | 230,000 | 230,003 | 230,003 | 226,568 CHF | 228,869 CHF | 100.00% | 100.00% |
13/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 228,624 CHF | 230,955 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 229,553 CHF | 231,856 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 235,000 | 235,000 | 233,980 | 233,980 | 216,255 CHF | 218,595 CHF | 99.14% | 99.14% |