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 | 1.99% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 204,520 CHF | 208,664 CHF | 99.00% | 99.00% |
15/05/2024 | 2.64% | 1.01 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 212,876 CHF | 218,515 CHF | 98.05% | 98.05% |
14/05/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 227,148 CHF | 229,300 CHF | 97.88% | 97.88% |
13/05/2024 | 0.95% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,348 CHF | 231,544 CHF | 99.99% | 99.99% |
10/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,712 CHF | 234,712 CHF | 98.68% | 98.68% |
08/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 241,557 CHF | 243,557 CHF | 99.99% | 99.99% |
07/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,228 CHF | 232,228 CHF | 99.94% | 99.94% |
06/05/2024 | 1.37% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,266 CHF | 226,338 CHF | 100.00% | 100.00% |
03/05/2024 | 1.69% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 227,298 CHF | 231,164 CHF | 97.22% | 97.22% |
02/05/2024 | 1.15% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,436 CHF | 241,203 CHF | 99.47% | 99.47% |