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 | 0.79% | 1.28 CHF | 1.29 CHF | 125,000 | 125,000 | 124,385 | 124,385 | 157,438 CHF | 158,682 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 125,000 | 125,000 | 143,942 | 143,942 | 177,420 CHF | 178,860 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 187,514 CHF | 189,014 CHF | 100.00% | 100.00% |
13/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 158,806 CHF | 160,056 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 165,887 CHF | 167,137 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 175,697 CHF | 176,947 CHF | 100.00% | 100.00% |
07/05/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,594 CHF | 150,594 CHF | 100.00% | 100.00% |
06/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,696 CHF | 155,696 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,580 CHF | 155,580 CHF | 100.00% | 100.00% |
02/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,259 CHF | 152,259 CHF | 100.00% | 100.00% |