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 | 1.25% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 109,557 | 109,557 | 87,192 CHF | 88,289 CHF | 100.00% | 100.00% |
15/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 110,000 | 110,000 | 109,798 | 109,798 | 72,769 CHF | 73,869 CHF | 100.00% | 100.00% |
14/05/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 110,000 | 110,000 | 109,936 | 109,936 | 68,762 CHF | 69,862 CHF | 100.00% | 100.00% |
13/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,297 CHF | 70,297 CHF | 100.00% | 100.00% |
10/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 101,218 | 101,218 | 71,789 CHF | 72,802 CHF | 100.00% | 100.00% |
08/05/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 74,890 CHF | 75,991 CHF | 99.08% | 99.08% |
07/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 120,000 | 120,000 | 119,972 | 119,972 | 75,465 CHF | 76,665 CHF | 97.86% | 97.86% |
06/05/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 74,161 CHF | 75,461 CHF | 99.83% | 99.83% |
03/05/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 68,260 CHF | 69,560 CHF | 99.99% | 99.99% |
02/05/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 65,611 CHF | 66,811 CHF | 100.00% | 100.00% |