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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 138,125 CHF | 139,625 CHF | 100.00% | 100.00% |
16/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 128,012 CHF | 129,512 CHF | 99.82% | 99.82% |
15/05/2024 | 1.25% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 119,604 CHF | 121,104 CHF | 100.00% | 100.00% |
14/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 115,638 CHF | 117,138 CHF | 99.80% | 99.80% |
13/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 125,257 CHF | 126,757 CHF | 100.00% | 100.00% |
10/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 119,478 CHF | 120,978 CHF | 100.00% | 100.00% |
08/05/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 122,647 CHF | 124,147 CHF | 100.00% | 100.00% |
07/05/2024 | 1.42% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 150,784 | 150,784 | 105,583 CHF | 107,091 CHF | 99.78% | 99.78% |
06/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 150,136 | 150,137 | 100,833 CHF | 102,335 CHF | 100.00% | 100.00% |
03/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 175,000 | 175,000 | 161,456 | 161,458 | 108,113 CHF | 109,729 CHF | 100.00% | 100.00% |