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 | 0.96% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 148,295 | 148,295 | 157,399 CHF | 158,886 CHF | 99.60% | 99.60% |
15/05/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 148,223 | 148,223 | 139,741 CHF | 141,227 CHF | 100.00% | 100.00% |
14/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 148,396 | 148,396 | 140,684 CHF | 142,170 CHF | 99.78% | 99.78% |
13/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 148,491 | 148,491 | 147,291 CHF | 148,777 CHF | 100.00% | 100.00% |
10/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 148,491 | 148,491 | 147,957 CHF | 149,443 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 148,455 | 148,455 | 145,681 CHF | 147,168 CHF | 99.14% | 99.14% |
07/05/2024 | 1.20% | 0.92 CHF | 0.93 CHF | 160,000 | 160,000 | 161,287 | 161,287 | 136,557 CHF | 138,172 CHF | 99.86% | 99.86% |
06/05/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 131,630 CHF | 133,315 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 180,000 | 180,000 | 178,188 | 178,188 | 136,261 CHF | 138,045 CHF | 99.96% | 99.96% |
02/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 180,000 | 180,000 | 174,706 | 174,706 | 129,417 CHF | 131,166 CHF | 100.00% | 100.00% |