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 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 111,070 | 111,070 | 55,221 CHF | 56,332 CHF | 99.90% | 99.90% |
15/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,244 | 100,244 | 51,548 CHF | 52,551 CHF | 100.00% | 100.00% |
14/05/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,781 CHF | 54,781 CHF | 99.76% | 99.76% |
13/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,666 CHF | 53,666 CHF | 100.00% | 100.00% |
10/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,958 CHF | 53,958 CHF | 100.00% | 100.00% |
08/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,809 CHF | 55,809 CHF | 96.89% | 96.89% |
07/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,015 CHF | 54,015 CHF | 99.83% | 99.83% |
06/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,264 | 100,264 | 50,876 CHF | 51,878 CHF | 99.76% | 99.76% |
03/05/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,589 | 102,589 | 53,291 CHF | 54,316 CHF | 99.99% | 99.99% |
02/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,782 CHF | 58,782 CHF | 100.00% | 100.00% |