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 | 0.89% | 1.11 CHF | 1.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 253,142 CHF | 85,131 CHF | 98.49% | 98.49% |
15/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 251,920 CHF | 84,723 CHF | 98.31% | 98.31% |
14/05/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 255,221 CHF | 85,824 CHF | 99.35% | 99.35% |
13/05/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 262,577 CHF | 88,276 CHF | 98.93% | 98.93% |
10/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 271,400 CHF | 91,217 CHF | 99.23% | 99.23% |
08/05/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 290,470 CHF | 97,573 CHF | 98.60% | 98.60% |
07/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 350,771 CHF | 117,674 CHF | 94.71% | 94.71% |
06/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 363,159 CHF | 121,803 CHF | 99.37% | 99.37% |
03/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,392 CHF | 113,214 CHF | 99.27% | 99.27% |
02/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,369 CHF | 113,206 CHF | 99.36% | 99.36% |