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 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,181 CHF | 101,060 CHF | 98.90% | 98.90% |
15/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,616 CHF | 91,872 CHF | 99.12% | 99.12% |
14/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,749 CHF | 92,250 CHF | 98.24% | 98.24% |
13/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,104 CHF | 95,368 CHF | 95.17% | 95.17% |
10/05/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,934 CHF | 95,645 CHF | 98.91% | 98.91% |
08/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,873 CHF | 141,791 CHF | 98.82% | 98.82% |
07/05/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 373,082 CHF | 125,861 CHF | 99.14% | 99.14% |
06/05/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,466 CHF | 118,322 CHF | 98.77% | 98.77% |
03/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,249 CHF | 115,916 CHF | 98.36% | 98.36% |
02/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,100 CHF | 112,867 CHF | 98.82% | 98.82% |