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 | 0.87% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,999 CHF | 231,999 CHF | 99.53% | 99.53% |
15/05/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 212,966 CHF | 214,966 CHF | 98.89% | 98.89% |
14/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,683 CHF | 110,683 CHF | 99.49% | 99.49% |
13/05/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,634 CHF | 118,634 CHF | 99.52% | 99.52% |
10/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,302 CHF | 117,302 CHF | 97.19% | 97.19% |
08/05/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,394 CHF | 246,394 CHF | 99.53% | 99.53% |
07/05/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,730 CHF | 119,730 CHF | 97.83% | 97.83% |
06/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,935 CHF | 122,935 CHF | 99.18% | 99.18% |
03/05/2024 | 1.55% | 1.28 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,319 CHF | 130,319 CHF | 99.48% | 99.48% |
02/05/2024 | 1.51% | 1.32 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,425 CHF | 133,425 CHF | 99.49% | 99.49% |