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 | 0.78% | 1.28 CHF | 1.29 CHF | 98,000 | 98,000 | 97,991 | 97,991 | 125,907 CHF | 126,887 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 124,412 CHF | 125,408 CHF | 99.99% | 99.99% |
14/05/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,268 | 99,268 | 124,774 CHF | 125,767 CHF | 99.99% | 99.99% |
13/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 108,000 | 108,000 | 107,995 | 107,995 | 101,138 CHF | 102,218 CHF | 99.85% | 99.85% |
10/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 108,000 | 108,000 | 108,399 | 108,399 | 97,306 CHF | 98,390 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 97,014 CHF | 98,109 CHF | 98.93% | 98.93% |
07/05/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 110,000 | 110,000 | 109,917 | 109,917 | 93,262 CHF | 94,362 CHF | 99.89% | 99.89% |
06/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 93,055 CHF | 94,156 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 90,491 CHF | 91,609 CHF | 99.99% | 99.99% |
02/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 89,378 CHF | 90,498 CHF | 98.21% | 98.21% |