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 | 1.86% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 97,342 CHF | 98,421 CHF | 99.00% | 99.00% |
15/05/2024 | 2.55% | 1.14 CHF | 1.21 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 86,244 CHF | 87,378 CHF | 98.05% | 98.05% |
14/05/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 98,952 | 98,952 | 119,233 CHF | 120,238 CHF | 97.85% | 97.85% |
13/05/2024 | 0.93% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 117,687 CHF | 118,695 CHF | 99.99% | 99.99% |
10/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,795 CHF | 120,795 CHF | 98.67% | 98.67% |
08/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,638 CHF | 122,638 CHF | 99.99% | 99.99% |
07/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,101 CHF | 121,101 CHF | 99.95% | 99.95% |
06/05/2024 | 1.34% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 108,612 CHF | 109,651 CHF | 99.99% | 99.99% |
03/05/2024 | 1.72% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 86,032 | 86,032 | 102,858 CHF | 103,928 CHF | 97.19% | 97.19% |
02/05/2024 | 1.12% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 118,190 CHF | 119,218 CHF | 99.47% | 99.47% |