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 | 5.80% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 16,773 CHF | 17,765 CHF | 100.00% | 100.00% |
15/05/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 18,689 CHF | 19,681 CHF | 100.00% | 100.00% |
14/05/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 99,539 | 99,539 | 18,997 CHF | 19,993 CHF | 98.80% | 98.80% |
13/05/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 18,237 CHF | 19,228 CHF | 100.00% | 100.00% |
10/05/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 99,172 | 99,172 | 17,335 CHF | 18,328 CHF | 99.48% | 99.48% |
08/05/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 99,735 | 99,735 | 15,683 CHF | 16,681 CHF | 99.54% | 99.54% |
07/05/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 98,936 | 98,936 | 15,711 CHF | 16,701 CHF | 99.77% | 99.77% |
06/05/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 98,860 | 98,860 | 14,714 CHF | 15,704 CHF | 98.67% | 98.67% |
03/05/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 99,833 | 99,833 | 14,066 CHF | 15,065 CHF | 98.59% | 98.59% |
02/05/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,586 | 99,586 | 13,016 CHF | 14,012 CHF | 99.26% | 99.26% |