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 | 2.62% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 70,646 CHF | 71,725 CHF | 99.00% | 99.00% |
15/05/2024 | 3.64% | 0.80 CHF | 0.87 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 59,699 CHF | 60,833 CHF | 98.05% | 98.05% |
14/05/2024 | 1.35% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 78,800 CHF | 79,805 CHF | 97.88% | 97.88% |
13/05/2024 | 1.37% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 79,601 CHF | 80,608 CHF | 99.99% | 99.99% |
10/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,025 CHF | 82,025 CHF | 96.97% | 96.97% |
08/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,564 CHF | 80,564 CHF | 99.99% | 99.99% |
07/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,284 CHF | 82,284 CHF | 99.93% | 99.93% |
06/05/2024 | 1.89% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 76,834 CHF | 77,874 CHF | 99.99% | 99.99% |
03/05/2024 | 2.42% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 86,170 | 86,170 | 70,820 CHF | 71,889 CHF | 96.99% | 96.99% |
02/05/2024 | 1.83% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 72,712 CHF | 73,739 CHF | 99.47% | 99.47% |