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 | 3.90% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 47,637 CHF | 48,716 CHF | 99.00% | 99.00% |
15/05/2024 | 5.43% | 0.53 CHF | 0.60 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 39,596 CHF | 40,730 CHF | 98.05% | 98.05% |
14/05/2024 | 2.04% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 51,791 CHF | 52,796 CHF | 97.88% | 97.88% |
13/05/2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 52,664 CHF | 53,672 CHF | 99.99% | 99.99% |
10/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,635 CHF | 54,635 CHF | 91.01% | 91.01% |
08/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,171 CHF | 53,171 CHF | 99.99% | 99.99% |
07/05/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,868 CHF | 54,868 CHF | 99.95% | 99.95% |
06/05/2024 | 2.80% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 51,696 CHF | 52,735 CHF | 99.99% | 99.99% |
03/05/2024 | 3.62% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 85,983 | 85,983 | 47,137 CHF | 48,207 CHF | 97.28% | 97.28% |
02/05/2024 | 2.84% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 98,358 | 94,456 | 48,724 CHF | 47,842 CHF | 99.47% | 99.47% |