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 | 1.20% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,664 CHF | 83,664 CHF | 99.77% | 99.77% |
15/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,357 CHF | 81,357 CHF | 100.00% | 100.00% |
14/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,038 CHF | 81,038 CHF | 100.00% | 100.00% |
13/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,997 CHF | 81,997 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,442 CHF | 83,442 CHF | 100.00% | 100.00% |
08/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,923 CHF | 85,923 CHF | 100.00% | 100.00% |
07/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,878 CHF | 85,878 CHF | 99.75% | 99.75% |
06/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,924 CHF | 86,924 CHF | 99.51% | 99.51% |
03/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,321 CHF | 88,321 CHF | 99.72% | 99.72% |
02/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,633 CHF | 89,633 CHF | 100.00% | 100.00% |