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 | 2.98% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 62,374 CHF | 63,453 CHF | 99.00% | 99.00% |
15/05/2024 | 4.13% | 0.70 CHF | 0.77 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 52,481 CHF | 53,615 CHF | 98.05% | 98.05% |
14/05/2024 | 1.53% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 69,098 CHF | 70,103 CHF | 97.88% | 97.88% |
13/05/2024 | 1.56% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 69,890 CHF | 70,898 CHF | 99.99% | 99.99% |
10/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,136 CHF | 72,136 CHF | 97.07% | 97.07% |
08/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,723 CHF | 70,723 CHF | 99.99% | 99.99% |
07/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,375 CHF | 72,375 CHF | 99.96% | 99.96% |
06/05/2024 | 2.14% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 67,709 CHF | 68,749 CHF | 99.99% | 99.99% |
03/05/2024 | 2.74% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 86,180 | 86,180 | 62,334 CHF | 63,403 CHF | 96.67% | 96.67% |
02/05/2024 | 2.10% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 63,366 CHF | 64,394 CHF | 99.47% | 99.47% |