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 | 0.99% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,433 CHF | 101,144 CHF | 99.36% | 99.36% |
15/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,212 CHF | 91,404 CHF | 99.34% | 99.34% |
14/05/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,732 CHF | 90,244 CHF | 95.39% | 95.39% |
13/05/2024 | 1.00% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,251 CHF | 101,084 CHF | 97.18% | 97.18% |
10/05/2024 | 0.88% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,185 CHF | 114,728 CHF | 93.51% | 93.51% |
08/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,121 CHF | 119,707 CHF | 99.31% | 99.31% |
07/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,449 CHF | 116,816 CHF | 97.80% | 97.80% |
06/05/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,183 CHF | 107,728 CHF | 97.78% | 97.78% |
03/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,001 CHF | 102,000 CHF | 99.01% | 99.01% |
02/05/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,211 CHF | 95,070 CHF | 99.04% | 99.04% |