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 | 2.25% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 82,256 CHF | 83,335 CHF | 99.00% | 99.00% |
15/05/2024 | 3.12% | 0.94 CHF | 1.01 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 69,712 CHF | 70,846 CHF | 98.05% | 98.05% |
14/05/2024 | 1.15% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 98,952 | 98,952 | 92,456 CHF | 93,461 CHF | 97.85% | 97.85% |
13/05/2024 | 1.17% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 93,183 CHF | 94,191 CHF | 99.99% | 99.99% |
10/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,845 CHF | 95,845 CHF | 95.50% | 95.50% |
08/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,330 CHF | 94,330 CHF | 99.99% | 99.99% |
07/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,056 CHF | 96,056 CHF | 99.94% | 99.94% |
06/05/2024 | 1.62% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 89,654 CHF | 90,693 CHF | 99.99% | 99.99% |
03/05/2024 | 2.02% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 86,956 | 86,956 | 83,512 CHF | 84,578 CHF | 95.87% | 95.87% |
02/05/2024 | 1.55% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 85,779 CHF | 86,807 CHF | 99.46% | 99.46% |