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 | 3.21% | 0.31 CHF | 0.32 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 30,713 CHF | 15,856 CHF | 98.47% | 98.47% |
15/05/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 28,754 CHF | 14,877 CHF | 98.33% | 98.33% |
14/05/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 27,973 CHF | 14,487 CHF | 99.36% | 99.36% |
13/05/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 28,090 CHF | 14,545 CHF | 98.94% | 98.94% |
10/05/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 29,081 CHF | 15,040 CHF | 99.37% | 99.37% |
08/05/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 28,271 CHF | 14,635 CHF | 99.37% | 99.37% |
07/05/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 27,018 CHF | 14,009 CHF | 94.71% | 94.71% |
06/05/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 23,902 CHF | 12,451 CHF | 99.37% | 99.37% |
03/05/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 25,293 CHF | 13,146 CHF | 99.36% | 99.36% |
02/05/2024 | 3.38% | 0.27 CHF | 0.28 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 29,151 CHF | 15,076 CHF | 99.29% | 99.29% |