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% | 0.98 CHF | 0.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 150,322 CHF | 50,607 CHF | 98.49% | 98.49% |
15/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 150,000 | 50,000 | 150,000 | 49,999 | 149,404 CHF | 50,300 CHF | 98.31% | 98.31% |
14/05/2024 | 0.98% | 0.96 CHF | 0.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 152,598 CHF | 51,366 CHF | 99.36% | 99.36% |
13/05/2024 | 0.94% | 1.00 CHF | 1.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 159,311 CHF | 53,604 CHF | 98.93% | 98.93% |
10/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 166,841 CHF | 56,114 CHF | 99.23% | 99.23% |
08/05/2024 | 0.81% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 184,962 CHF | 62,154 CHF | 98.61% | 98.61% |
07/05/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 240,804 CHF | 80,768 CHF | 94.70% | 94.70% |
06/05/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 252,592 CHF | 84,697 CHF | 99.37% | 99.37% |
03/05/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 227,902 CHF | 76,467 CHF | 99.27% | 99.27% |
02/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 227,827 CHF | 76,442 CHF | 99.36% | 99.36% |