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 | 2.65% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 179,396 | 179,396 | 94,149 CHF | 96,329 CHF | 98.53% | 98.53% |
15/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,762 | 99,762 | 75,877 CHF | 76,883 CHF | 98.90% | 98.90% |
14/05/2024 | 1.33% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 192,267 | 192,267 | 165,596 CHF | 167,669 CHF | 99.99% | 99.99% |
13/05/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,875 CHF | 78,875 CHF | 100.00% | 100.00% |
10/05/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,830 CHF | 80,830 CHF | 100.00% | 100.00% |
08/05/2024 | 1.36% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,339 CHF | 93,604 CHF | 100.00% | 100.00% |
07/05/2024 | 1.25% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,144 CHF | 100,392 CHF | 98.92% | 98.92% |
06/05/2024 | 1.23% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,129 CHF | 107,439 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,230 CHF | 119,768 CHF | 98.69% | 98.69% |
02/05/2024 | 1.09% | 1.26 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,703 CHF | 110,901 CHF | 96.17% | 96.17% |