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 | 0.81% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 306,059 CHF | 123,424 CHF | 99.17% | 99.17% |
15/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,751 CHF | 124,500 CHF | 94.70% | 94.70% |
14/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 303,590 CHF | 122,436 CHF | 99.17% | 99.17% |
13/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 302,796 CHF | 122,119 CHF | 98.69% | 98.69% |
10/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 297,010 CHF | 119,804 CHF | 99.17% | 99.17% |
08/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 266,463 CHF | 107,585 CHF | 99.17% | 99.17% |
07/05/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,651 CHF | 110,060 CHF | 97.18% | 97.18% |
06/05/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 249,649 CHF | 100,860 CHF | 99.17% | 99.17% |
03/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 243,388 CHF | 98,355 CHF | 99.16% | 99.16% |
02/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,951 CHF | 96,980 CHF | 99.11% | 99.11% |