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 | 2.92% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 63,497 CHF | 64,576 CHF | 99.00% | 99.00% |
15/05/2024 | 4.06% | 0.71 CHF | 0.78 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 53,381 CHF | 54,515 CHF | 98.05% | 98.05% |
14/05/2024 | 1.51% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 70,440 CHF | 71,446 CHF | 97.88% | 97.88% |
13/05/2024 | 1.53% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 71,239 CHF | 72,246 CHF | 99.99% | 99.99% |
10/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,408 CHF | 73,408 CHF | 91.11% | 91.11% |
08/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,973 CHF | 71,973 CHF | 99.99% | 99.99% |
07/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,656 CHF | 73,656 CHF | 99.95% | 99.95% |
06/05/2024 | 2.10% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 68,996 CHF | 70,035 CHF | 99.99% | 99.99% |
03/05/2024 | 2.72% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 85,904 | 85,904 | 63,285 CHF | 64,356 CHF | 97.40% | 97.40% |
02/05/2024 | 2.06% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 94,458 | 94,458 | 64,545 CHF | 65,573 CHF | 99.47% | 99.47% |