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 | 1.72% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,673 CHF | 58,673 CHF | 99.33% | 99.33% |
15/05/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,732 | 99,241 | 60,109 CHF | 60,796 CHF | 98.94% | 98.94% |
14/05/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,672 CHF | 58,672 CHF | 100.00% | 100.00% |
13/05/2024 | 1.80% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,287 | 100,000 | 55,241 CHF | 56,100 CHF | 100.00% | 100.00% |
10/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,757 | 100,000 | 52,418 CHF | 45,924 CHF | 100.00% | 100.00% |
08/05/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,903 | 100,000 | 51,949 CHF | 44,328 CHF | 100.00% | 100.00% |
07/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 111,027 | 100,000 | 52,977 CHF | 48,746 CHF | 96.40% | 96.40% |
06/05/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 103,302 | 100,000 | 51,591 CHF | 51,000 CHF | 100.00% | 100.00% |
03/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,713 | 100,000 | 52,349 CHF | 50,558 CHF | 98.62% | 98.62% |
02/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,328 CHF | 54,328 CHF | 99.12% | 99.12% |