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% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,172 CHF | 78,967 CHF | 98.70% | 98.70% |
15/05/2024 | 1.02% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 74,468 | 74,208 | 75,123 CHF | 75,616 CHF | 94.94% | 94.94% |
14/05/2024 | 2.30% | 0.85 CHF | 0.87 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 33,132 CHF | 33,901 CHF | 96.75% | 96.75% |
13/05/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,331 CHF | 73,118 CHF | 95.93% | 95.93% |
10/05/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,313 CHF | 79,101 CHF | 80.90% | 80.90% |
08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,851 CHF | 76,623 CHF | 58.66% | 58.66% |
07/05/2024 | 1.19% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 71,635 | 71,635 | 68,705 CHF | 69,496 CHF | 98.23% | 98.23% |
06/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,541 CHF | 73,329 CHF | 97.26% | 97.26% |
03/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,468 CHF | 73,228 CHF | 95.83% | 95.83% |
02/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,800 CHF | 71,562 CHF | 96.19% | 96.19% |