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 | 2.51% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 73,810 CHF | 74,889 CHF | 99.00% | 99.00% |
15/05/2024 | 3.48% | 0.84 CHF | 0.91 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 62,361 CHF | 63,495 CHF | 98.05% | 98.05% |
14/05/2024 | 1.29% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 98,951 | 98,951 | 82,538 CHF | 83,543 CHF | 97.71% | 97.71% |
13/05/2024 | 1.31% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 83,300 CHF | 84,307 CHF | 99.99% | 99.99% |
10/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,776 CHF | 85,776 CHF | 95.45% | 95.45% |
08/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,280 CHF | 84,280 CHF | 99.99% | 99.99% |
07/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,969 CHF | 85,969 CHF | 99.96% | 99.96% |
06/05/2024 | 1.81% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 80,388 CHF | 81,427 CHF | 99.99% | 99.99% |
03/05/2024 | 2.32% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 86,183 | 86,183 | 74,102 CHF | 75,171 CHF | 96.98% | 96.98% |
02/05/2024 | 1.75% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 76,277 CHF | 77,305 CHF | 99.47% | 99.47% |