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 | 1.00% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,494 CHF | 201,494 CHF | 99.53% | 99.53% |
15/05/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 225,319 CHF | 227,319 CHF | 99.51% | 99.51% |
14/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,326 CHF | 217,326 CHF | 99.45% | 99.45% |
13/05/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,528 CHF | 193,528 CHF | 96.89% | 96.89% |
10/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,165 CHF | 197,165 CHF | 94.89% | 94.89% |
08/05/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 207,219 CHF | 209,219 CHF | 97.52% | 97.52% |
07/05/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,180 CHF | 220,180 CHF | 97.83% | 97.83% |
06/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 207,994 CHF | 209,994 CHF | 99.19% | 99.19% |
03/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 190,830 CHF | 192,830 CHF | 89.94% | 89.94% |
02/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,676 CHF | 184,676 CHF | 99.49% | 99.49% |