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 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,465 CHF | 52,465 CHF | 99.33% | 99.33% |
15/05/2024 | 1.83% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,814 | 99,241 | 54,099 CHF | 54,770 CHF | 98.94% | 98.94% |
14/05/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,629 CHF | 52,629 CHF | 100.00% | 100.00% |
13/05/2024 | 2.03% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 108,231 | 100,000 | 52,640 CHF | 49,851 CHF | 100.00% | 100.00% |
10/05/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 132,921 | 100,000 | 51,592 CHF | 39,843 CHF | 100.00% | 100.00% |
08/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,567 | 100,000 | 51,940 CHF | 38,221 CHF | 100.00% | 100.00% |
07/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 124,228 | 100,000 | 51,531 CHF | 42,541 CHF | 95.30% | 95.30% |
06/05/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,082 | 100,000 | 52,239 CHF | 44,925 CHF | 100.00% | 100.00% |
03/05/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,706 | 100,000 | 52,048 CHF | 44,488 CHF | 98.63% | 98.63% |
02/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,426 | 100,000 | 52,015 CHF | 48,112 CHF | 99.13% | 99.13% |