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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 655,374 CHF | 220,458 CHF | 95.46% | 95.46% |
22/05/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 672,736 CHF | 226,245 CHF | 98.64% | 98.64% |
21/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 630,866 CHF | 212,289 CHF | 96.15% | 96.15% |
17/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 583,747 CHF | 196,582 CHF | 98.76% | 98.76% |
16/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 590,302 CHF | 198,767 CHF | 98.74% | 98.74% |
15/05/2024 | 0.95% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 629,412 CHF | 211,804 CHF | 98.69% | 98.69% |
14/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 571,391 CHF | 192,464 CHF | 98.80% | 98.80% |
13/05/2024 | 1.02% | 1.00 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 586,496 CHF | 197,499 CHF | 93.45% | 93.45% |
10/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 582,272 CHF | 196,091 CHF | 98.80% | 98.80% |
08/05/2024 | 0.97% | 1.03 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 614,851 CHF | 206,950 CHF | 98.72% | 98.72% |