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 | 1.03% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 580,481 CHF | 195,494 CHF | 99.11% | 99.11% |
15/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 609,490 CHF | 205,163 CHF | 99.15% | 99.15% |
14/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 588,260 CHF | 198,087 CHF | 99.13% | 99.13% |
13/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 585,658 CHF | 197,219 CHF | 95.18% | 95.18% |
10/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 589,574 CHF | 198,525 CHF | 99.11% | 99.11% |
08/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 599,549 CHF | 201,850 CHF | 99.16% | 99.16% |
07/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 594,389 CHF | 200,130 CHF | 99.11% | 99.11% |
06/05/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 541,980 CHF | 182,660 CHF | 99.18% | 99.18% |
03/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 516,842 CHF | 174,281 CHF | 99.08% | 99.08% |
02/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 505,735 CHF | 170,578 CHF | 99.13% | 99.13% |