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% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 179,396 | 179,396 | 208,047 CHF | 210,007 CHF | 98.53% | 98.53% |
15/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 197,708 | 197,708 | 273,357 CHF | 275,340 CHF | 98.94% | 98.94% |
14/05/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 192,264 | 192,264 | 283,778 CHF | 285,768 CHF | 99.95% | 99.95% |
13/05/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 278,525 CHF | 280,525 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 282,046 CHF | 284,046 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,175 CHF | 303,175 CHF | 100.00% | 100.00% |
07/05/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,103 CHF | 313,103 CHF | 98.92% | 98.92% |
06/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 320,178 CHF | 322,178 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,240 CHF | 336,240 CHF | 98.71% | 98.71% |
02/05/2024 | 0.62% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 319,655 CHF | 321,655 CHF | 96.19% | 96.19% |