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 | 2.92% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,809 CHF | 34,809 CHF | 99.53% | 99.53% |
15/05/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,383 CHF | 32,383 CHF | 95.35% | 95.35% |
14/05/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,163 CHF | 32,163 CHF | 87.38% | 87.38% |
13/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,344 CHF | 38,344 CHF | 99.07% | 99.07% |
10/05/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,696 CHF | 40,696 CHF | 98.16% | 98.16% |
08/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,452 CHF | 41,452 CHF | 93.48% | 93.48% |
07/05/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,426 CHF | 39,426 CHF | 99.55% | 99.55% |
06/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,833 CHF | 40,833 CHF | 99.55% | 99.55% |
03/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,054 CHF | 43,054 CHF | 99.42% | 99.42% |
02/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,962 CHF | 44,962 CHF | 97.38% | 97.38% |