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 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,842 CHF | 60,842 CHF | 98.61% | 98.61% |
15/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,803 | 99,753 | 63,588 CHF | 64,554 CHF | 98.95% | 98.95% |
14/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,062 CHF | 65,062 CHF | 100.00% | 100.00% |
13/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 125,424 CHF | 127,424 CHF | 100.00% | 100.00% |
10/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,819 CHF | 122,819 CHF | 100.00% | 100.00% |
08/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,176 CHF | 115,176 CHF | 100.00% | 100.00% |
07/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,073 CHF | 115,073 CHF | 98.86% | 98.86% |
06/05/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,210 CHF | 112,210 CHF | 94.79% | 94.79% |
03/05/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,239 CHF | 107,239 CHF | 93.19% | 93.19% |
02/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,186 CHF | 103,186 CHF | 99.13% | 99.13% |