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 | 0.84% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 237,907 CHF | 239,907 CHF | 99.53% | 99.53% |
15/05/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,690 CHF | 265,690 CHF | 99.52% | 99.52% |
14/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,663 CHF | 255,663 CHF | 99.46% | 99.46% |
13/05/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,712 CHF | 231,712 CHF | 99.53% | 99.53% |
10/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,386 CHF | 235,386 CHF | 98.20% | 98.20% |
08/05/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,382 CHF | 247,382 CHF | 97.52% | 97.52% |
07/05/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 256,344 CHF | 258,344 CHF | 97.83% | 97.83% |
06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,080 CHF | 248,080 CHF | 99.19% | 99.19% |
03/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 227,713 CHF | 229,713 CHF | 99.36% | 99.36% |
02/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 220,778 CHF | 222,778 CHF | 99.47% | 99.47% |