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 | 1.74% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 104,185 CHF | 105,264 CHF | 99.00% | 99.00% |
15/05/2024 | 2.38% | 1.22 CHF | 1.29 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 92,203 CHF | 93,337 CHF | 98.05% | 98.05% |
14/05/2024 | 0.84% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 127,231 CHF | 128,236 CHF | 97.88% | 97.88% |
13/05/2024 | 0.87% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 125,663 CHF | 126,671 CHF | 99.99% | 99.99% |
10/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,884 CHF | 128,884 CHF | 97.06% | 97.06% |
08/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,756 CHF | 130,756 CHF | 99.99% | 99.99% |
07/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,186 CHF | 129,186 CHF | 99.94% | 99.94% |
06/05/2024 | 1.26% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 116,119 CHF | 117,158 CHF | 99.99% | 99.99% |
03/05/2024 | 1.62% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 85,870 | 85,870 | 109,634 CHF | 110,705 CHF | 97.30% | 97.30% |
02/05/2024 | 1.06% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 94,444 | 94,444 | 125,834 CHF | 126,862 CHF | 99.26% | 99.26% |