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 | 3.78% | 1.26 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 259,642 CHF | 269,642 CHF | 86.97% | 86.97% |
15/05/2024 | 2.56% | 1.22 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,168 CHF | 238,168 CHF | 100.00% | 100.00% |
14/05/2024 | 2.76% | 1.12 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,787 CHF | 220,787 CHF | 99.99% | 99.99% |
13/05/2024 | 2.92% | 1.03 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,245 CHF | 208,245 CHF | 100.00% | 100.00% |
10/05/2024 | 2.87% | 1.03 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,898 CHF | 211,898 CHF | 97.83% | 97.83% |
08/05/2024 | 2.49% | 1.18 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,493 CHF | 244,493 CHF | 99.99% | 99.99% |
07/05/2024 | 2.63% | 1.16 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 225,386 CHF | 231,386 CHF | 94.43% | 94.43% |
06/05/2024 | 4.23% | 1.15 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 231,529 CHF | 241,529 CHF | 99.99% | 99.99% |
03/05/2024 | 4.05% | 1.28 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,301 CHF | 252,301 CHF | 99.94% | 99.94% |
02/05/2024 | 3.99% | 1.15 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,909 CHF | 255,909 CHF | 99.85% | 99.85% |