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 | 2.14% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 86,415 CHF | 87,494 CHF | 99.00% | 99.00% |
15/05/2024 | 2.97% | 0.99 CHF | 1.06 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 73,302 CHF | 74,436 CHF | 98.05% | 98.05% |
14/05/2024 | 1.09% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 97,357 CHF | 98,362 CHF | 97.88% | 97.88% |
13/05/2024 | 1.11% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 98,049 CHF | 99,057 CHF | 99.99% | 99.99% |
10/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,740 CHF | 100,740 CHF | 95.23% | 95.23% |
08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,251 CHF | 99,251 CHF | 99.99% | 99.99% |
07/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,943 CHF | 100,943 CHF | 99.96% | 99.96% |
06/05/2024 | 1.54% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 94,189 CHF | 95,228 CHF | 99.99% | 99.99% |
03/05/2024 | 2.00% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 85,903 | 85,903 | 86,738 CHF | 87,809 CHF | 97.40% | 97.40% |
02/05/2024 | 1.47% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 90,442 CHF | 91,469 CHF | 99.47% | 99.47% |