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 | 1.10% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 117,063 | 117,063 | 111,537 CHF | 112,725 CHF | 89.35% | 89.35% |
15/05/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 120,000 | 120,000 | 118,570 | 118,570 | 162,631 CHF | 163,820 CHF | 100.00% | 100.00% |
14/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 120,000 | 120,000 | 118,282 | 118,282 | 158,863 CHF | 160,052 CHF | 99.58% | 99.58% |
13/05/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 120,000 | 120,000 | 118,531 | 118,531 | 170,938 CHF | 172,127 CHF | 99.15% | 99.15% |
10/05/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 120,000 | 120,000 | 118,731 | 118,731 | 166,954 CHF | 168,143 CHF | 99.99% | 99.99% |
08/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 120,000 | 120,000 | 121,861 | 121,861 | 139,673 CHF | 140,898 CHF | 98.73% | 98.73% |
07/05/2024 | 1.05% | 1.10 CHF | 1.11 CHF | 130,000 | 130,000 | 128,375 | 128,375 | 125,449 CHF | 126,737 CHF | 99.84% | 99.84% |
06/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 130,000 | 130,000 | 128,620 | 128,620 | 129,027 CHF | 130,315 CHF | 99.83% | 99.83% |
03/05/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 130,000 | 130,000 | 130,736 | 130,736 | 118,482 CHF | 119,790 CHF | 99.95% | 99.95% |
02/05/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 130,000 | 130,000 | 133,518 | 133,518 | 114,138 CHF | 115,474 CHF | 98.39% | 98.39% |