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 | 1.13% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,968 CHF | 107,170 CHF | 73.52% | 73.52% |
15/05/2024 | 1.07% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,246 | 99,246 | 102,953 CHF | 104,049 CHF | 98.11% | 98.11% |
14/05/2024 | 1.16% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,908 CHF | 101,074 CHF | 99.13% | 99.13% |
13/05/2024 | 1.15% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,260 CHF | 99,400 CHF | 99.38% | 99.38% |
10/05/2024 | 1.18% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,416 CHF | 92,498 CHF | 99.42% | 99.42% |
08/05/2024 | 1.25% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,968 CHF | 84,014 CHF | 98.83% | 98.83% |
07/05/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,383 CHF | 77,448 CHF | 96.57% | 96.57% |
06/05/2024 | 1.38% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,073 CHF | 79,160 CHF | 100.00% | 100.00% |
03/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,998 CHF | 79,019 CHF | 97.93% | 97.93% |
02/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,763 CHF | 77,810 CHF | 99.40% | 99.40% |