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% | 0.98 CHF | 0.99 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 99,902 CHF | 100,944 CHF | 100.00% | 100.00% |
15/05/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 98,000 | 98,000 | 97,604 | 97,604 | 92,308 CHF | 93,286 CHF | 100.00% | 100.00% |
14/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 98,000 | 98,000 | 97,582 | 97,582 | 88,576 CHF | 89,552 CHF | 100.00% | 100.00% |
13/05/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 98,326 CHF | 99,322 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 104,482 CHF | 105,486 CHF | 100.00% | 100.00% |
08/05/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 102,000 | 102,000 | 101,547 | 101,547 | 109,609 CHF | 110,625 CHF | 98.84% | 98.84% |
07/05/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 98,000 | 98,000 | 99,093 | 99,093 | 94,759 CHF | 95,751 CHF | 97.92% | 97.92% |
06/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 93,752 CHF | 94,744 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 98,368 CHF | 99,364 CHF | 99.99% | 99.99% |
02/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 99,387 CHF | 100,383 CHF | 100.00% | 100.00% |