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 | 2.46% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 40,247 CHF | 41,239 CHF | 100.00% | 100.00% |
15/05/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 38,235 CHF | 39,227 CHF | 100.00% | 100.00% |
14/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,412 | 99,412 | 39,928 CHF | 40,922 CHF | 98.91% | 98.91% |
13/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 38,007 CHF | 38,998 CHF | 100.00% | 100.00% |
10/05/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,207 | 99,207 | 38,670 CHF | 39,663 CHF | 99.39% | 99.39% |
08/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,728 | 99,728 | 37,870 CHF | 38,868 CHF | 99.53% | 99.53% |
07/05/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 98,956 | 98,956 | 36,563 CHF | 37,554 CHF | 99.73% | 99.73% |
06/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 98,637 | 98,637 | 37,414 CHF | 38,402 CHF | 83.82% | 98.67% |
03/05/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,532 | 99,876 | 40,162 CHF | 41,301 CHF | 96.14% | 96.14% |
02/05/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,609 | 99,609 | 35,300 CHF | 36,296 CHF | 99.15% | 99.15% |