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 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,524 CHF | 58,524 CHF | 99.85% | 99.85% |
15/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,597 CHF | 59,597 CHF | 100.00% | 100.00% |
14/05/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,678 CHF | 57,678 CHF | 99.77% | 99.77% |
13/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,591 CHF | 58,591 CHF | 100.00% | 100.00% |
10/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,070 | 100,070 | 55,834 CHF | 56,835 CHF | 100.00% | 100.00% |
08/05/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 123,132 | 123,132 | 58,697 CHF | 59,929 CHF | 100.00% | 100.00% |
07/05/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,575 CHF | 58,825 CHF | 99.84% | 99.84% |
06/05/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 131,043 | 131,043 | 52,595 CHF | 53,905 CHF | 99.82% | 99.82% |
03/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 132,273 | 132,273 | 52,272 CHF | 53,595 CHF | 100.00% | 100.00% |
02/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 148,958 | 148,958 | 55,970 CHF | 57,459 CHF | 100.00% | 100.00% |