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 | 1.56% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,135 CHF | 80,380 CHF | 99.02% | 99.02% |
15/05/2024 | 1.46% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,442 | 99,247 | 76,552 CHF | 77,522 CHF | 98.11% | 98.11% |
14/05/2024 | 1.58% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,259 CHF | 74,426 CHF | 99.13% | 99.13% |
13/05/2024 | 1.53% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,664 CHF | 72,768 CHF | 99.38% | 99.38% |
10/05/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,794 CHF | 65,816 CHF | 99.42% | 99.42% |
08/05/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,284 CHF | 57,330 CHF | 98.83% | 98.83% |
07/05/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 103,860 | 100,000 | 51,568 CHF | 50,747 CHF | 96.57% | 96.57% |
06/05/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,416 CHF | 52,494 CHF | 100.00% | 100.00% |
03/05/2024 | 2.03% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,427 CHF | 52,484 CHF | 93.24% | 93.24% |
02/05/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,861 | 100,000 | 50,965 CHF | 51,102 CHF | 99.40% | 99.40% |