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 | 1.71% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,952 CHF | 58,952 CHF | 99.54% | 99.54% |
15/05/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,510 CHF | 56,510 CHF | 95.36% | 95.36% |
14/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,268 CHF | 56,268 CHF | 87.38% | 87.38% |
13/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,405 CHF | 62,405 CHF | 99.07% | 99.07% |
10/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,742 CHF | 64,742 CHF | 98.17% | 98.17% |
08/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,493 CHF | 65,493 CHF | 95.50% | 95.50% |
07/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,459 CHF | 63,459 CHF | 99.53% | 99.53% |
06/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,821 CHF | 64,821 CHF | 99.56% | 99.56% |
03/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,038 CHF | 67,038 CHF | 99.25% | 99.25% |
02/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,986 CHF | 68,986 CHF | 97.44% | 97.44% |