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 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,032 | 99,032 | 88,234 CHF | 89,226 CHF | 96.98% | 96.98% |
15/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 73,635 CHF | 74,627 CHF | 99.97% | 99.97% |
14/05/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,159 | 99,159 | 68,218 CHF | 69,210 CHF | 99.09% | 99.09% |
13/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 73,597 CHF | 74,589 CHF | 100.00% | 100.00% |
10/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 98,974 | 98,974 | 72,398 CHF | 73,389 CHF | 99.74% | 99.74% |
08/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 66,744 CHF | 67,735 CHF | 99.78% | 99.78% |
07/05/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 64,139 CHF | 65,131 CHF | 100.00% | 100.00% |
06/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 98,545 | 98,545 | 61,501 CHF | 62,488 CHF | 84.00% | 98.85% |
03/05/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 98,995 | 98,995 | 58,080 CHF | 59,071 CHF | 99.28% | 99.28% |
02/05/2024 | 1.60% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 62,379 CHF | 63,371 CHF | 100.00% | 100.00% |