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 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,800 CHF | 98,933 CHF | 99.36% | 99.36% |
15/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,470 CHF | 108,823 CHF | 99.34% | 99.34% |
14/05/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,485 CHF | 110,828 CHF | 95.39% | 95.39% |
13/05/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,509 CHF | 99,836 CHF | 97.20% | 97.20% |
10/05/2024 | 1.16% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,431 CHF | 86,811 CHF | 93.51% | 93.51% |
08/05/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,747 CHF | 82,249 CHF | 99.31% | 99.31% |
07/05/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,552 CHF | 84,851 CHF | 97.80% | 97.80% |
06/05/2024 | 1.08% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,296 CHF | 93,432 CHF | 97.78% | 97.78% |
03/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,242 CHF | 99,747 CHF | 99.01% | 99.01% |
02/05/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,868 CHF | 107,956 CHF | 99.04% | 99.04% |