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 | 2.20% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 81,912 CHF | 82,991 CHF | 99.00% | 99.00% |
15/05/2024 | 3.02% | 0.96 CHF | 1.03 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 72,880 CHF | 74,014 CHF | 98.05% | 98.05% |
14/05/2024 | 1.05% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 101,006 CHF | 102,011 CHF | 97.88% | 97.88% |
13/05/2024 | 1.09% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 99,613 CHF | 100,621 CHF | 99.99% | 99.99% |
10/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,458 CHF | 102,458 CHF | 91.02% | 91.02% |
08/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,216 CHF | 104,216 CHF | 99.99% | 99.99% |
07/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,684 CHF | 102,684 CHF | 99.95% | 99.95% |
06/05/2024 | 1.59% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 91,744 CHF | 92,783 CHF | 99.99% | 99.99% |
03/05/2024 | 2.04% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 85,946 | 85,946 | 86,949 CHF | 88,020 CHF | 97.33% | 97.33% |
02/05/2024 | 1.32% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 100,878 CHF | 101,906 CHF | 99.47% | 99.47% |