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 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 438,942 | 146,314 | 482,094 CHF | 162,161 CHF | 98.90% | 98.90% |
15/05/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,327 CHF | 153,276 CHF | 99.14% | 99.14% |
14/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 457,017 CHF | 153,839 CHF | 98.70% | 98.70% |
13/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,729 CHF | 158,076 CHF | 95.17% | 95.17% |
10/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,504 CHF | 158,335 CHF | 98.93% | 98.93% |
08/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,881 CHF | 156,794 CHF | 98.82% | 98.82% |
07/05/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,246 CHF | 142,249 CHF | 99.15% | 99.15% |
06/05/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,383 CHF | 134,961 CHF | 98.77% | 98.77% |
03/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,755 CHF | 132,752 CHF | 99.07% | 99.07% |
02/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,220 CHF | 129,907 CHF | 99.12% | 99.12% |