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 | 1.94% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,145 CHF | 52,145 CHF | 99.25% | 99.25% |
15/05/2024 | 1.96% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 99,252 | 54,439 CHF | 55,114 CHF | 98.90% | 98.90% |
14/05/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,356 | 100,000 | 51,578 CHF | 52,403 CHF | 100.00% | 100.00% |
13/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 105,507 | 100,000 | 52,385 CHF | 50,720 CHF | 100.00% | 100.00% |
10/05/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,611 | 100,000 | 51,594 CHF | 48,107 CHF | 99.41% | 99.41% |
08/05/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,236 | 100,000 | 51,753 CHF | 47,951 CHF | 100.00% | 100.00% |
07/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,041 CHF | 48,331 CHF | 96.43% | 96.43% |
06/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 111,338 | 100,000 | 51,884 CHF | 47,620 CHF | 100.00% | 100.00% |
03/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 113,826 | 100,000 | 52,728 CHF | 47,382 CHF | 97.93% | 97.93% |
02/05/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,794 CHF | 54,834 CHF | 99.40% | 99.40% |