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 | 3.36% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 55,218 CHF | 56,297 CHF | 99.00% | 99.00% |
15/05/2024 | 4.67% | 0.62 CHF | 0.69 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 46,190 CHF | 47,324 CHF | 98.05% | 98.05% |
14/05/2024 | 1.75% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 60,702 CHF | 61,707 CHF | 97.88% | 97.88% |
13/05/2024 | 1.77% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 61,534 CHF | 62,541 CHF | 99.99% | 99.99% |
10/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,644 CHF | 63,644 CHF | 91.01% | 91.01% |
08/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,183 CHF | 62,183 CHF | 99.99% | 99.99% |
07/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,882 CHF | 63,882 CHF | 99.95% | 99.95% |
06/05/2024 | 2.41% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 60,000 CHF | 61,039 CHF | 99.99% | 99.99% |
03/05/2024 | 3.13% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 85,895 | 85,895 | 54,837 CHF | 55,907 CHF | 97.41% | 97.41% |
02/05/2024 | 2.01% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 97,516 | 97,516 | 57,173 CHF | 58,186 CHF | 95.54% | 95.54% |