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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,754 CHF | 52,754 CHF | 98.35% | 98.35% |
21/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,045 CHF | 50,045 CHF | 99.57% | 99.57% |
17/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,982 CHF | 47,982 CHF | 98.90% | 98.90% |
16/05/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,262 CHF | 47,262 CHF | 99.53% | 99.53% |
15/05/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,831 CHF | 44,831 CHF | 95.35% | 95.35% |
14/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,600 CHF | 44,600 CHF | 87.32% | 87.32% |
13/05/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,764 CHF | 50,764 CHF | 99.07% | 99.07% |
10/05/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,108 CHF | 53,108 CHF | 98.16% | 98.16% |
08/05/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,859 CHF | 53,859 CHF | 95.50% | 95.50% |
07/05/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,826 CHF | 51,826 CHF | 99.54% | 99.54% |