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 | 2.44% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 99,994 | 40,480 CHF | 41,477 CHF | 99.77% | 99.77% |
15/05/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 99,831 | 100,000 | 42,732 CHF | 43,803 CHF | 100.00% | 100.00% |
14/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 99,987 | 100,000 | 43,063 CHF | 44,068 CHF | 100.00% | 100.00% |
13/05/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,166 CHF | 43,166 CHF | 100.00% | 100.00% |
10/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,989 | 100,000 | 40,954 CHF | 41,959 CHF | 100.00% | 100.00% |
08/05/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,392 CHF | 39,392 CHF | 100.00% | 100.00% |
07/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,283 CHF | 39,283 CHF | 99.75% | 99.75% |
06/05/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,693 CHF | 38,693 CHF | 99.51% | 99.51% |
03/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,122 CHF | 37,122 CHF | 99.72% | 99.72% |
02/05/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,693 CHF | 35,693 CHF | 100.00% | 100.00% |