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 | 1.02% | 1.00 CHF | 1.01 CHF | 180,000 | 180,000 | 177,926 | 177,926 | 178,127 CHF | 179,910 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 180,000 | 180,000 | 177,860 | 177,860 | 188,706 CHF | 190,490 CHF | 99.87% | 99.87% |
14/05/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 180,000 | 180,000 | 178,189 | 178,189 | 181,762 CHF | 183,546 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 180,000 | 180,000 | 178,189 | 178,189 | 180,278 CHF | 182,062 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 180,000 | 180,000 | 178,191 | 178,191 | 182,098 CHF | 183,882 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 180,000 | 180,000 | 178,142 | 178,142 | 185,381 CHF | 187,165 CHF | 99.08% | 99.08% |
07/05/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 180,000 | 180,000 | 177,898 | 177,898 | 183,392 CHF | 185,176 CHF | 99.94% | 99.94% |
06/05/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 190,000 | 190,000 | 188,088 | 188,088 | 174,314 CHF | 176,197 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 197,988 | 197,988 | 174,042 CHF | 176,024 CHF | 100.00% | 100.00% |
02/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 197,989 | 197,989 | 170,054 CHF | 172,036 CHF | 100.00% | 100.00% |