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% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,228 CHF | 123,409 CHF | 98.90% | 98.90% |
15/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,080 CHF | 116,360 CHF | 99.09% | 99.09% |
14/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,411 CHF | 116,804 CHF | 98.15% | 98.15% |
13/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,888 CHF | 120,296 CHF | 95.18% | 95.18% |
10/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,162 CHF | 120,387 CHF | 98.72% | 98.72% |
08/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,129 CHF | 119,043 CHF | 98.81% | 98.81% |
07/05/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,090 CHF | 107,697 CHF | 99.15% | 99.15% |
06/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,550 CHF | 101,517 CHF | 98.78% | 98.78% |
03/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,003 CHF | 99,334 CHF | 99.08% | 99.08% |
02/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,270 CHF | 96,423 CHF | 98.81% | 98.81% |