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 | 0.98% | 1.01 CHF | 1.02 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 111,400 CHF | 112,500 CHF | 99.75% | 99.75% |
15/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 110,000 | 110,000 | 109,765 | 109,765 | 114,241 CHF | 115,341 CHF | 100.00% | 100.00% |
14/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 110,000 | 110,000 | 109,980 | 109,980 | 112,158 CHF | 113,258 CHF | 100.00% | 100.00% |
13/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 110,876 CHF | 112,075 CHF | 100.00% | 100.00% |
10/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 104,538 CHF | 105,738 CHF | 100.00% | 100.00% |
08/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,978 | 119,978 | 93,666 CHF | 94,866 CHF | 99.08% | 99.08% |
07/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 121,794 | 121,794 | 91,983 CHF | 93,202 CHF | 99.94% | 99.94% |
06/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 92,200 CHF | 93,500 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 122,706 | 122,706 | 99,807 CHF | 101,034 CHF | 99.00% | 99.00% |
02/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 104,138 CHF | 105,338 CHF | 100.00% | 100.00% |