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 | 1.09% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,450 CHF | 113,678 CHF | 99.25% | 99.25% |
15/05/2024 | 1.16% | 1.11 CHF | 1.13 CHF | 100,000 | 100,000 | 99,246 | 99,246 | 109,440 CHF | 110,716 CHF | 98.11% | 98.11% |
14/05/2024 | 1.16% | 1.06 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,510 CHF | 107,757 CHF | 99.13% | 99.13% |
13/05/2024 | 1.16% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,855 CHF | 106,075 CHF | 99.37% | 99.37% |
10/05/2024 | 1.11% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,965 CHF | 99,059 CHF | 99.42% | 99.42% |
08/05/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,577 CHF | 90,577 CHF | 98.83% | 98.83% |
07/05/2024 | 1.26% | 0.83 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,924 CHF | 83,977 CHF | 96.57% | 96.57% |
06/05/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,689 CHF | 85,754 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,660 CHF | 85,660 CHF | 97.94% | 97.94% |
02/05/2024 | 1.36% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,256 CHF | 84,396 CHF | 99.40% | 99.40% |