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 | 1.89% | 4.70 CHF | 4.75 CHF | 100,000 | 100,000 | 37,353 | 37,353 | 175,871 CHF | 178,522 CHF | 99.54% | 99.54% |
15/05/2024 | 2.01% | 4.60 CHF | 4.65 CHF | 100,000 | 100,000 | 37,553 | 37,553 | 167,787 CHF | 170,445 CHF | 98.44% | 98.44% |
14/05/2024 | 2.06% | 4.33 CHF | 4.38 CHF | 100,000 | 100,000 | 37,670 | 37,670 | 161,245 CHF | 163,908 CHF | 97.73% | 97.73% |
13/05/2024 | 1.99% | 4.29 CHF | 4.34 CHF | 100,000 | 100,000 | 37,695 | 37,695 | 163,345 CHF | 166,008 CHF | 97.66% | 97.66% |
10/05/2024 | 2.07% | 4.28 CHF | 4.33 CHF | 100,000 | 100,000 | 37,054 | 37,054 | 158,945 CHF | 161,584 CHF | 98.57% | 98.57% |
08/05/2024 | 2.13% | 4.22 CHF | 4.27 CHF | 100,000 | 100,000 | 37,412 | 37,412 | 155,330 CHF | 157,983 CHF | 99.33% | 99.33% |
07/05/2024 | 2.07% | 4.25 CHF | 4.30 CHF | 100,000 | 100,000 | 37,357 | 37,357 | 159,127 CHF | 161,778 CHF | 99.57% | 99.57% |
06/05/2024 | 1.30% | 4.15 CHF | 4.18 CHF | 100,000 | 100,000 | 37,339 | 37,339 | 152,507 CHF | 154,097 CHF | 99.53% | 99.53% |
03/05/2024 | 1.40% | 3.97 CHF | 4.00 CHF | 100,000 | 100,000 | 37,162 | 37,162 | 144,683 CHF | 146,269 CHF | 98.78% | 98.78% |
02/05/2024 | 1.42% | 3.73 CHF | 3.76 CHF | 100,000 | 100,000 | 37,325 | 37,325 | 138,610 CHF | 140,200 CHF | 99.47% | 99.47% |