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 | 0.99% | 1.00 CHF | 1.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 225,413 CHF | 75,888 CHF | 99.17% | 99.17% |
15/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 232,595 CHF | 78,282 CHF | 99.17% | 99.17% |
14/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 224,979 CHF | 75,743 CHF | 99.16% | 99.16% |
13/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 217,403 CHF | 73,218 CHF | 98.58% | 98.58% |
10/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 221,659 CHF | 74,636 CHF | 99.17% | 99.17% |
08/05/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 213,456 CHF | 71,902 CHF | 99.17% | 99.17% |
07/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 207,330 CHF | 69,860 CHF | 97.94% | 97.94% |
06/05/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 203,205 CHF | 68,485 CHF | 99.17% | 99.17% |
03/05/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 213,593 CHF | 71,948 CHF | 99.16% | 99.16% |
02/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 197,343 CHF | 66,531 CHF | 99.15% | 99.15% |