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 | 1.17% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 119,932 | 119,932 | 102,303 CHF | 103,503 CHF | 100.00% | 100.00% |
15/05/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 120,000 | 120,000 | 123,782 | 123,782 | 99,533 CHF | 100,774 CHF | 100.00% | 100.00% |
14/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 125,000 | 125,000 | 124,972 | 124,972 | 96,790 CHF | 98,040 CHF | 99.99% | 99.99% |
13/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 95,487 CHF | 96,737 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 96,196 CHF | 97,446 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 95,909 CHF | 97,159 CHF | 99.06% | 99.06% |
07/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 125,000 | 125,000 | 126,357 | 126,357 | 92,934 CHF | 94,198 CHF | 99.60% | 99.60% |
06/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 130,000 | 130,000 | 128,326 | 128,326 | 93,498 CHF | 94,781 CHF | 100.00% | 100.00% |
03/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 129,151 | 129,151 | 93,182 CHF | 94,474 CHF | 100.00% | 100.00% |
02/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 125,000 | 125,000 | 124,951 | 124,951 | 96,114 CHF | 97,364 CHF | 100.00% | 100.00% |