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 | 4.23% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 84,287 | 84,234 | 44,068 CHF | 45,120 CHF | 99.00% | 99.00% |
15/05/2024 | 5.89% | 0.48 CHF | 0.55 CHF | 20,000 | 20,000 | 73,250 | 73,193 | 36,508 CHF | 37,614 CHF | 98.05% | 98.05% |
14/05/2024 | 2.22% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 108,655 | 98,953 | 52,247 CHF | 48,589 CHF | 97.88% | 97.88% |
13/05/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 105,533 | 98,506 | 51,860 CHF | 49,439 CHF | 99.99% | 99.99% |
10/05/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 105,797 | 100,000 | 52,135 CHF | 50,306 CHF | 98.67% | 98.67% |
08/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,638 CHF | 48,853 CHF | 99.99% | 99.99% |
07/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,745 | 100,000 | 51,829 CHF | 50,510 CHF | 99.94% | 99.94% |
06/05/2024 | 3.03% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 47,634 CHF | 48,673 CHF | 99.99% | 99.99% |
03/05/2024 | 3.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 87,468 | 86,177 | 44,141 CHF | 44,578 CHF | 96.99% | 96.99% |
02/05/2024 | 3.12% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 109,879 | 94,421 | 49,654 CHF | 43,709 CHF | 98.86% | 98.86% |