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 | 0.91% | 1.10 CHF | 1.11 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 120,384 CHF | 121,484 CHF | 99.75% | 99.75% |
15/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 110,000 | 110,000 | 109,746 | 109,746 | 123,299 CHF | 124,399 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 110,000 | 110,000 | 109,978 | 109,978 | 121,185 CHF | 122,285 CHF | 100.00% | 100.00% |
13/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 120,750 CHF | 121,949 CHF | 100.00% | 100.00% |
10/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 114,464 CHF | 115,664 CHF | 100.00% | 100.00% |
08/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 120,000 | 120,000 | 119,977 | 119,977 | 103,377 CHF | 104,577 CHF | 99.08% | 99.08% |
07/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 121,794 | 121,794 | 101,920 CHF | 103,139 CHF | 99.94% | 99.94% |
06/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 102,872 CHF | 104,172 CHF | 100.00% | 100.00% |
03/05/2024 | 1.12% | 0.83 CHF | 0.84 CHF | 130,000 | 130,000 | 122,708 | 122,708 | 109,846 CHF | 111,073 CHF | 99.05% | 99.05% |
02/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 113,850 CHF | 115,050 CHF | 100.00% | 100.00% |