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 | 1.26% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,071 CHF | 80,071 CHF | 99.25% | 99.25% |
15/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,680 | 99,643 | 75,521 CHF | 76,494 CHF | 98.12% | 98.12% |
14/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,946 CHF | 79,946 CHF | 100.00% | 100.00% |
13/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,606 CHF | 81,606 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,670 CHF | 84,670 CHF | 99.41% | 99.41% |
08/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,930 CHF | 84,930 CHF | 100.00% | 100.00% |
07/05/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,586 CHF | 84,624 CHF | 96.43% | 96.43% |
06/05/2024 | 1.31% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,266 CHF | 85,380 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,774 CHF | 85,774 CHF | 97.94% | 97.94% |
02/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,361 CHF | 78,383 CHF | 99.40% | 99.40% |