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 | 1.01% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,345 CHF | 99,115 CHF | 99.10% | 99.10% |
15/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,367 CHF | 96,456 CHF | 99.33% | 99.33% |
14/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,247 CHF | 92,416 CHF | 93.82% | 93.82% |
13/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,401 CHF | 89,467 CHF | 98.49% | 98.49% |
10/05/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,467 CHF | 97,489 CHF | 99.36% | 99.36% |
08/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,579 CHF | 87,526 CHF | 95.16% | 95.16% |
07/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,750 CHF | 85,250 CHF | 98.57% | 98.57% |
06/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,317 CHF | 87,106 CHF | 98.61% | 98.61% |
03/05/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,816 CHF | 83,939 CHF | 98.77% | 98.77% |
02/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,568 CHF | 81,856 CHF | 99.35% | 99.35% |