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 | 1.44% | 1.37 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,557 CHF | 139,557 CHF | 99.23% | 99.23% |
15/05/2024 | 1.34% | 1.45 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,503 CHF | 150,503 CHF | 99.52% | 99.52% |
14/05/2024 | 1.38% | 1.46 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,166 CHF | 146,166 CHF | 99.49% | 99.49% |
13/05/2024 | 1.48% | 1.38 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,171 CHF | 136,171 CHF | 99.53% | 99.53% |
10/05/2024 | 1.46% | 1.37 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,555 CHF | 137,555 CHF | 97.16% | 97.16% |
08/05/2024 | 1.41% | 1.37 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,472 CHF | 142,472 CHF | 97.51% | 97.51% |
07/05/2024 | 1.37% | 1.48 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,010 CHF | 147,010 CHF | 97.83% | 97.83% |
06/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,251 CHF | 142,251 CHF | 99.19% | 99.19% |
03/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,080 CHF | 135,080 CHF | 99.15% | 99.15% |
02/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,522 CHF | 132,522 CHF | 99.49% | 99.49% |