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 | 1.96% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 94,521 CHF | 95,600 CHF | 99.00% | 99.00% |
15/05/2024 | 2.71% | 1.08 CHF | 1.15 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 80,373 CHF | 81,507 CHF | 98.05% | 98.05% |
14/05/2024 | 0.99% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 106,927 CHF | 107,933 CHF | 97.88% | 97.88% |
13/05/2024 | 1.02% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 107,521 CHF | 108,528 CHF | 99.99% | 99.99% |
10/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,322 CHF | 110,322 CHF | 98.67% | 98.67% |
08/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,891 CHF | 108,891 CHF | 99.99% | 99.99% |
07/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,546 CHF | 110,546 CHF | 99.93% | 99.93% |
06/05/2024 | 1.41% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 102,998 CHF | 104,037 CHF | 99.99% | 99.99% |
03/05/2024 | 1.82% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 85,964 | 85,964 | 95,083 CHF | 96,154 CHF | 97.31% | 97.31% |
02/05/2024 | 1.34% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 94,451 | 94,451 | 99,438 CHF | 100,466 CHF | 99.39% | 99.39% |