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 | 1.85% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 66,505 | 66,505 | 73,355 CHF | 74,604 CHF | 96.38% | 96.38% |
15/05/2024 | 1.72% | 0.94 CHF | 0.96 CHF | 50,000 | 50,000 | 88,201 | 88,096 | 83,561 CHF | 84,816 CHF | 95.81% | 95.81% |
14/05/2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,974 CHF | 91,281 CHF | 95.09% | 95.09% |
13/05/2024 | 1.34% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,030 CHF | 99,353 CHF | 95.20% | 95.20% |
10/05/2024 | 1.37% | 1.00 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,652 CHF | 101,030 CHF | 98.55% | 98.55% |
08/05/2024 | 1.47% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,237 CHF | 97,663 CHF | 98.78% | 98.78% |
07/05/2024 | 1.45% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,058 CHF | 91,373 CHF | 96.46% | 96.46% |
06/05/2024 | 1.63% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,499 CHF | 83,856 CHF | 96.34% | 96.34% |
03/05/2024 | 1.74% | 0.74 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,986 CHF | 78,339 CHF | 97.02% | 97.02% |
02/05/2024 | 1.73% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,514 CHF | 80,900 CHF | 98.30% | 98.30% |