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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 40,178 CHF | 41,169 CHF | 100.00% | 100.00% |
14/05/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,226 | 99,226 | 33,110 CHF | 34,103 CHF | 99.08% | 99.08% |
13/05/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 39,770 CHF | 40,762 CHF | 100.00% | 100.00% |
10/05/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,313 | 99,313 | 38,660 CHF | 39,654 CHF | 99.41% | 99.41% |
08/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 99,769 | 99,769 | 31,360 CHF | 32,358 CHF | 99.21% | 99.21% |
07/05/2024 | 3.58% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 99,017 | 99,017 | 27,529 CHF | 28,520 CHF | 99.58% | 99.58% |
06/05/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 98,763 | 98,763 | 24,108 CHF | 25,097 CHF | 96.50% | 98.52% |
03/05/2024 | 5.20% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 99,661 | 99,661 | 19,008 CHF | 20,005 CHF | 98.56% | 98.56% |
02/05/2024 | 4.11% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 99,706 | 99,720 | 24,522 CHF | 25,522 CHF | 99.38% | 99.38% |
30/04/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 99,367 | 99,367 | 27,829 CHF | 28,823 CHF | 99.40% | 99.40% |