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 | 3.91% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 84,226 | 84,226 | 47,102 CHF | 48,179 CHF | 98.95% | 98.95% |
15/05/2024 | 5.30% | 0.52 CHF | 0.59 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 41,503 CHF | 42,635 CHF | 98.05% | 98.05% |
14/05/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 57,119 CHF | 58,125 CHF | 97.88% | 97.88% |
13/05/2024 | 1.85% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 98,507 | 98,507 | 58,905 CHF | 59,913 CHF | 99.99% | 99.99% |
10/05/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,879 CHF | 61,879 CHF | 96.01% | 96.01% |
08/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,918 CHF | 62,918 CHF | 100.00% | 100.00% |
07/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,784 CHF | 62,784 CHF | 99.94% | 99.94% |
06/05/2024 | 2.47% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 58,632 CHF | 59,670 CHF | 99.99% | 99.99% |
03/05/2024 | 3.14% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 85,975 | 85,975 | 55,374 CHF | 56,442 CHF | 97.30% | 97.30% |
02/05/2024 | 2.21% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 59,488 CHF | 60,515 CHF | 99.47% | 99.47% |