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 | 0.95% | 1.09 CHF | 1.10 CHF | 15,000 | 15,000 | 14,741 | 14,741 | 15,381 CHF | 15,528 CHF | 100.00% | 100.00% |
15/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,442 CHF | 16,592 CHF | 100.00% | 100.00% |
14/05/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,724 CHF | 15,874 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,363 CHF | 15,513 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,761 CHF | 14,911 CHF | 100.00% | 100.00% |
08/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,732 CHF | 14,882 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,825 CHF | 14,975 CHF | 100.00% | 100.00% |
06/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,663 CHF | 14,813 CHF | 100.00% | 100.00% |
03/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,546 CHF | 14,696 CHF | 100.00% | 100.00% |
02/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 15,000 | 15,000 | 11,749 | 11,749 | 12,834 CHF | 12,952 CHF | 100.00% | 100.00% |