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 | 2.70% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 66,528 CHF | 67,607 CHF | 99.00% | 99.00% |
15/05/2024 | 3.69% | 0.77 CHF | 0.84 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 59,527 CHF | 60,662 CHF | 98.05% | 98.05% |
14/05/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 82,871 CHF | 83,876 CHF | 97.88% | 97.88% |
13/05/2024 | 1.33% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 81,513 CHF | 82,520 CHF | 99.99% | 99.99% |
10/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,113 CHF | 84,113 CHF | 95.51% | 95.51% |
08/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,951 CHF | 85,951 CHF | 99.99% | 99.99% |
07/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,421 CHF | 84,421 CHF | 99.92% | 99.92% |
06/05/2024 | 1.94% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 74,916 CHF | 75,955 CHF | 99.99% | 99.99% |
03/05/2024 | 2.50% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 85,890 | 85,890 | 71,198 CHF | 72,269 CHF | 97.42% | 97.42% |
02/05/2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 83,618 CHF | 84,646 CHF | 99.47% | 99.47% |