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 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 83,758 CHF | 84,750 CHF | 100.00% | 100.00% |
15/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 81,873 CHF | 82,865 CHF | 100.00% | 100.00% |
14/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 98,931 | 98,931 | 81,648 CHF | 82,639 CHF | 99.44% | 99.44% |
13/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 82,314 CHF | 83,306 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 83,758 CHF | 84,752 CHF | 99.35% | 99.35% |
08/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,767 | 99,767 | 86,090 CHF | 87,088 CHF | 99.48% | 99.48% |
07/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 98,956 | 98,956 | 85,451 CHF | 86,442 CHF | 99.67% | 99.67% |
06/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 98,824 | 98,824 | 86,216 CHF | 87,206 CHF | 98.48% | 98.48% |
03/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,577 | 99,577 | 87,888 CHF | 88,884 CHF | 98.88% | 98.88% |
02/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,690 | 99,690 | 89,141 CHF | 90,138 CHF | 99.15% | 99.15% |