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 | 1.41% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,520 CHF | 71,520 CHF | 99.77% | 99.77% |
15/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,197 CHF | 69,197 CHF | 100.00% | 100.00% |
14/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,932 CHF | 68,932 CHF | 100.00% | 100.00% |
13/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,845 CHF | 69,845 CHF | 100.00% | 100.00% |
10/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,124 CHF | 71,124 CHF | 100.00% | 100.00% |
08/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,704 CHF | 73,704 CHF | 100.00% | 100.00% |
07/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,808 CHF | 73,808 CHF | 99.75% | 99.75% |
06/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,408 CHF | 74,408 CHF | 99.51% | 99.51% |
03/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,016 CHF | 76,016 CHF | 99.72% | 99.72% |
02/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,481 CHF | 77,481 CHF | 100.00% | 100.00% |