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 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 116,382 CHF | 117,373 CHF | 100.00% | 100.00% |
15/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 114,443 CHF | 115,434 CHF | 100.00% | 100.00% |
14/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 98,929 | 98,929 | 114,104 CHF | 115,095 CHF | 99.44% | 99.44% |
13/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 114,928 CHF | 115,920 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,189 | 99,189 | 116,118 CHF | 117,110 CHF | 99.42% | 99.42% |
08/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,365 | 99,365 | 118,491 CHF | 119,486 CHF | 99.78% | 99.78% |
07/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 98,960 | 98,960 | 117,881 CHF | 118,872 CHF | 99.74% | 99.74% |
06/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 98,932 | 98,932 | 118,955 CHF | 119,946 CHF | 98.60% | 98.60% |
03/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,825 | 99,825 | 120,884 CHF | 121,882 CHF | 98.53% | 98.53% |
02/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,642 | 99,642 | 121,858 CHF | 122,855 CHF | 99.18% | 99.18% |