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 | 1.04% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 214,893 CHF | 72,381 CHF | 98.49% | 98.49% |
15/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 213,701 CHF | 71,984 CHF | 98.31% | 98.31% |
14/05/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 216,816 CHF | 73,022 CHF | 99.35% | 99.35% |
13/05/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 223,863 CHF | 75,371 CHF | 98.92% | 98.92% |
10/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 232,062 CHF | 78,104 CHF | 99.22% | 99.22% |
08/05/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 250,206 CHF | 84,152 CHF | 98.60% | 98.60% |
07/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 307,593 CHF | 103,281 CHF | 94.69% | 94.69% |
06/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 319,552 CHF | 107,267 CHF | 99.37% | 99.37% |
03/05/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 295,602 CHF | 99,284 CHF | 99.27% | 99.27% |
02/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 295,646 CHF | 99,299 CHF | 99.36% | 99.36% |