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 | 1.09% | 0.89 CHF | 0.90 CHF | 280,000 | 280,000 | 279,588 | 279,588 | 256,817 CHF | 259,617 CHF | 100.00% | 100.00% |
15/05/2024 | 1.17% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 299,446 | 299,446 | 255,035 CHF | 258,035 CHF | 99.61% | 99.61% |
14/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 225,717 CHF | 228,717 CHF | 99.71% | 99.71% |
13/05/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 225,964 CHF | 228,964 CHF | 99.37% | 99.37% |
10/05/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 262,146 CHF | 265,146 CHF | 99.99% | 99.99% |
08/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 182,819 CHF | 185,819 CHF | 99.29% | 99.29% |
07/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 191,403 CHF | 194,403 CHF | 100.00% | 100.00% |
06/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 196,708 CHF | 199,708 CHF | 100.00% | 100.00% |
03/05/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 177,159 CHF | 180,159 CHF | 98.22% | 98.22% |
02/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 182,238 CHF | 185,238 CHF | 100.00% | 100.00% |