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 | 2.55% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,725 CHF | 39,725 CHF | 97.29% | 97.29% |
21/05/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,255 CHF | 42,255 CHF | 99.56% | 99.56% |
17/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,256 CHF | 44,256 CHF | 98.89% | 98.89% |
16/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,609 CHF | 44,609 CHF | 99.53% | 99.53% |
15/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,011 CHF | 47,011 CHF | 95.35% | 95.35% |
14/05/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,213 CHF | 47,213 CHF | 87.49% | 87.49% |
13/05/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,916 CHF | 40,916 CHF | 99.06% | 99.06% |
10/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,631 CHF | 38,631 CHF | 98.16% | 98.16% |
08/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,879 CHF | 37,879 CHF | 93.48% | 93.48% |
07/05/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,976 CHF | 39,976 CHF | 99.53% | 99.53% |