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 | 4.41% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 86,059 | 84,234 | 43,206 CHF | 43,399 CHF | 99.00% | 99.00% |
15/05/2024 | 6.14% | 0.46 CHF | 0.53 CHF | 20,000 | 20,000 | 79,843 | 73,193 | 38,192 CHF | 36,132 CHF | 98.05% | 98.05% |
14/05/2024 | 2.32% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,985 | 98,953 | 51,090 CHF | 46,576 CHF | 97.88% | 97.88% |
13/05/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 108,319 | 98,506 | 51,048 CHF | 47,429 CHF | 99.99% | 99.99% |
10/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,004 | 100,000 | 51,993 CHF | 48,265 CHF | 98.67% | 98.67% |
08/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,890 | 100,000 | 51,248 CHF | 46,816 CHF | 99.99% | 99.99% |
07/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,212 CHF | 48,466 CHF | 99.95% | 99.95% |
06/05/2024 | 3.16% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 95,824 | 92,150 | 47,534 CHF | 46,773 CHF | 99.99% | 99.99% |
03/05/2024 | 4.08% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 92,694 | 85,982 | 44,864 CHF | 42,721 CHF | 97.28% | 97.28% |
02/05/2024 | 3.26% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 113,066 | 94,453 | 48,819 CHF | 41,801 CHF | 99.42% | 99.42% |