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 | 1.22% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,903 CHF | 99,108 CHF | 73.52% | 73.52% |
15/05/2024 | 1.20% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 99,344 | 99,246 | 95,029 CHF | 96,071 CHF | 98.11% | 98.11% |
14/05/2024 | 1.22% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,881 CHF | 93,009 CHF | 99.13% | 99.13% |
13/05/2024 | 1.30% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,218 CHF | 91,400 CHF | 99.36% | 99.36% |
10/05/2024 | 1.26% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,358 CHF | 84,416 CHF | 99.42% | 99.42% |
08/05/2024 | 1.39% | 0.74 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,968 CHF | 76,014 CHF | 98.83% | 98.83% |
07/05/2024 | 1.57% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,305 CHF | 69,383 CHF | 96.57% | 96.57% |
06/05/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,027 CHF | 71,073 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,998 CHF | 71,019 CHF | 97.94% | 97.94% |
02/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,763 CHF | 69,810 CHF | 99.40% | 99.40% |