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 | 1.66% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,001 CHF | 74,224 CHF | 99.25% | 99.25% |
15/05/2024 | 1.55% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,593 | 99,246 | 70,604 CHF | 71,449 CHF | 98.11% | 98.11% |
14/05/2024 | 1.85% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,074 CHF | 68,326 CHF | 99.13% | 99.13% |
13/05/2024 | 1.69% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,596 CHF | 66,711 CHF | 99.38% | 99.38% |
10/05/2024 | 1.89% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,679 CHF | 59,794 CHF | 99.42% | 99.42% |
08/05/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,785 | 100,000 | 51,531 CHF | 51,208 CHF | 98.83% | 98.83% |
07/05/2024 | 2.48% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,698 | 100,000 | 52,174 CHF | 44,693 CHF | 96.57% | 96.57% |
06/05/2024 | 2.28% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 115,796 | 100,000 | 52,507 CHF | 46,416 CHF | 100.00% | 100.00% |
03/05/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 117,538 | 100,000 | 53,084 CHF | 46,253 CHF | 97.94% | 97.94% |
02/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,770 CHF | 44,998 CHF | 99.40% | 99.40% |