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 | 2.09% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,294 CHF | 48,294 CHF | 97.31% | 97.31% |
21/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,808 CHF | 50,808 CHF | 99.57% | 99.57% |
17/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,805 CHF | 52,805 CHF | 98.90% | 98.90% |
16/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,108 CHF | 53,108 CHF | 99.53% | 99.53% |
15/05/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,504 CHF | 55,504 CHF | 95.35% | 95.35% |
14/05/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,698 CHF | 55,698 CHF | 87.48% | 87.48% |
13/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,386 CHF | 49,386 CHF | 99.07% | 99.07% |
10/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,082 CHF | 47,082 CHF | 98.16% | 98.16% |
08/05/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,333 CHF | 46,333 CHF | 93.48% | 93.48% |
07/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,429 CHF | 48,429 CHF | 99.54% | 99.54% |