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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,541 CHF | 105,568 CHF | 97.35% | 97.35% |
23/05/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,319 CHF | 102,355 CHF | 95.46% | 95.46% |
22/05/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,805 CHF | 91,805 CHF | 97.30% | 97.30% |
21/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,290 CHF | 87,290 CHF | 100.00% | 100.00% |
17/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,247 CHF | 85,247 CHF | 100.00% | 100.00% |
16/05/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,433 CHF | 90,433 CHF | 99.25% | 99.25% |
15/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,349 | 99,252 | 85,552 CHF | 86,466 CHF | 98.90% | 98.90% |
14/05/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,308 CHF | 90,308 CHF | 100.00% | 100.00% |
13/05/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,116 CHF | 92,116 CHF | 100.00% | 100.00% |
10/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,988 CHF | 94,988 CHF | 99.41% | 99.41% |