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 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,513 CHF | 52,513 CHF | 99.87% | 99.87% |
15/05/2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,917 CHF | 56,917 CHF | 100.00% | 100.00% |
14/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,162 CHF | 60,162 CHF | 99.79% | 99.79% |
13/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,346 CHF | 64,346 CHF | 100.00% | 100.00% |
10/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,410 CHF | 69,410 CHF | 100.00% | 100.00% |
08/05/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,076 CHF | 72,076 CHF | 100.00% | 100.00% |
07/05/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,104 CHF | 101,104 CHF | 99.86% | 99.86% |
06/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,127 CHF | 103,127 CHF | 99.83% | 99.83% |
03/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,322 CHF | 106,322 CHF | 100.00% | 100.00% |
02/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,949 CHF | 111,949 CHF | 100.00% | 100.00% |