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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,808 CHF | 73,808 CHF | 100.00% | 100.00% |
16/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,842 CHF | 71,842 CHF | 98.61% | 98.61% |
15/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,753 | 99,753 | 74,485 CHF | 75,483 CHF | 98.95% | 98.95% |
14/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,040 CHF | 76,040 CHF | 100.00% | 100.00% |
13/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,315 CHF | 149,315 CHF | 100.00% | 100.00% |
10/05/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 142,754 CHF | 144,754 CHF | 100.00% | 100.00% |
08/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,078 CHF | 137,078 CHF | 100.00% | 100.00% |
07/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,051 CHF | 137,051 CHF | 98.86% | 98.86% |
06/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 132,188 CHF | 134,188 CHF | 94.79% | 94.79% |
03/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 127,239 CHF | 129,239 CHF | 93.18% | 93.18% |