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 | 1.00% | 1.00 CHF | 1.01 CHF | 320,000 | 320,000 | 319,650 | 319,650 | 317,982 CHF | 321,181 CHF | 100.00% | 100.00% |
15/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 330,000 | 330,000 | 329,273 | 329,273 | 357,072 CHF | 360,372 CHF | 100.00% | 100.00% |
14/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 330,000 | 330,000 | 338,035 | 338,035 | 378,423 CHF | 381,804 CHF | 100.00% | 100.00% |
13/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 358,709 CHF | 362,009 CHF | 99.88% | 99.88% |
10/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 360,957 CHF | 364,257 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 385,145 CHF | 388,545 CHF | 98.61% | 98.61% |
07/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 340,000 | 340,000 | 339,671 | 339,671 | 390,869 CHF | 394,269 CHF | 99.89% | 99.89% |
06/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 398,357 CHF | 401,763 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 350,000 | 350,000 | 348,973 | 348,973 | 417,516 CHF | 421,006 CHF | 99.53% | 99.53% |
02/05/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 350,000 | 350,000 | 342,901 | 342,901 | 401,449 CHF | 404,878 CHF | 98.59% | 98.59% |