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 | 2.95% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 33,425 CHF | 34,416 CHF | 100.00% | 100.00% |
15/05/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 31,624 CHF | 32,616 CHF | 100.00% | 100.00% |
14/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 98,929 | 98,929 | 31,444 CHF | 32,434 CHF | 99.44% | 99.44% |
13/05/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 32,175 CHF | 33,167 CHF | 100.00% | 100.00% |
10/05/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,122 | 99,122 | 33,413 CHF | 34,406 CHF | 99.57% | 99.57% |
08/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 35,495 CHF | 36,493 CHF | 99.47% | 99.47% |
07/05/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 98,920 | 98,920 | 35,328 CHF | 36,318 CHF | 99.81% | 99.81% |
06/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 98,907 | 98,907 | 35,854 CHF | 36,844 CHF | 98.47% | 98.47% |
03/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,670 | 99,670 | 37,388 CHF | 38,385 CHF | 98.79% | 98.79% |
02/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,404 | 99,404 | 38,375 CHF | 39,370 CHF | 99.51% | 99.51% |