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 | 0.98% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 253,309 CHF | 102,323 CHF | 99.17% | 99.17% |
15/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 255,902 CHF | 103,361 CHF | 94.70% | 94.70% |
14/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,823 CHF | 101,329 CHF | 99.17% | 99.17% |
13/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,005 CHF | 101,002 CHF | 98.69% | 98.69% |
10/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 249,993 | 99,993 | 244,190 CHF | 98,672 CHF | 99.17% | 99.17% |
08/05/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,437 CHF | 86,375 CHF | 99.17% | 99.17% |
07/05/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 219,454 CHF | 88,782 CHF | 97.18% | 97.18% |
06/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,783 CHF | 79,713 CHF | 99.17% | 99.17% |
03/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,651 CHF | 77,260 CHF | 99.17% | 99.17% |
02/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,170 CHF | 75,868 CHF | 99.12% | 99.12% |