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 | 2.83% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 34,892 CHF | 35,883 CHF | 100.00% | 100.00% |
15/05/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 33,045 CHF | 34,036 CHF | 100.00% | 100.00% |
14/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,380 | 99,380 | 34,583 CHF | 35,578 CHF | 98.95% | 98.95% |
13/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 32,715 CHF | 33,706 CHF | 100.00% | 100.00% |
10/05/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,276 | 99,276 | 33,449 CHF | 34,442 CHF | 96.42% | 99.31% |
08/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,785 | 99,785 | 32,597 CHF | 33,595 CHF | 99.47% | 99.47% |
07/05/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 98,947 | 98,947 | 31,346 CHF | 32,337 CHF | 99.64% | 99.64% |
06/05/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 98,816 | 98,816 | 32,137 CHF | 33,126 CHF | 95.03% | 98.58% |
03/05/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,509 | 99,509 | 34,679 CHF | 35,675 CHF | 98.59% | 98.59% |
02/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 99,542 | 99,542 | 30,030 CHF | 31,026 CHF | 99.30% | 99.30% |