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 | 1.14% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 87,556 CHF | 88,548 CHF | 100.00% | 100.00% |
15/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 95,747 CHF | 96,738 CHF | 100.00% | 100.00% |
14/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 98,981 | 98,981 | 98,390 CHF | 99,381 CHF | 99.44% | 99.44% |
13/05/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 94,188 CHF | 95,179 CHF | 100.00% | 100.00% |
10/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 98,960 | 98,960 | 93,360 CHF | 94,350 CHF | 99.76% | 99.76% |
08/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 95,569 CHF | 96,560 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 99,444 CHF | 100,436 CHF | 100.00% | 100.00% |
06/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 98,543 | 98,543 | 103,327 CHF | 104,314 CHF | 84.02% | 98.86% |
03/05/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 98,996 | 98,996 | 108,487 CHF | 109,478 CHF | 99.24% | 99.24% |
02/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 107,115 CHF | 108,107 CHF | 99.84% | 99.84% |