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 | 2.44% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 73,604 CHF | 74,683 CHF | 99.00% | 99.00% |
15/05/2024 | 3.34% | 0.86 CHF | 0.93 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 65,650 CHF | 66,784 CHF | 98.05% | 98.05% |
14/05/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 91,346 CHF | 92,352 CHF | 97.88% | 97.88% |
13/05/2024 | 1.21% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 89,955 CHF | 90,962 CHF | 99.99% | 99.99% |
10/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,629 CHF | 92,629 CHF | 98.67% | 98.67% |
08/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,416 CHF | 94,416 CHF | 99.99% | 99.99% |
07/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,906 CHF | 92,906 CHF | 99.93% | 99.93% |
06/05/2024 | 1.76% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 82,691 CHF | 83,730 CHF | 99.99% | 99.99% |
03/05/2024 | 2.26% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 85,975 | 85,975 | 78,566 CHF | 79,636 CHF | 97.29% | 97.29% |
02/05/2024 | 1.45% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 91,586 CHF | 92,613 CHF | 99.47% | 99.47% |