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 | 2.03% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,001 CHF | 65,315 CHF | 99.25% | 99.25% |
15/05/2024 | 1.81% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,796 | 99,247 | 61,767 CHF | 62,545 CHF | 98.11% | 98.11% |
14/05/2024 | 2.13% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,074 CHF | 59,326 CHF | 99.13% | 99.13% |
13/05/2024 | 1.95% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,596 CHF | 57,711 CHF | 99.38% | 99.38% |
10/05/2024 | 2.23% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 103,853 | 100,000 | 51,507 CHF | 50,794 CHF | 99.42% | 99.42% |
08/05/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 126,541 | 100,000 | 52,054 CHF | 42,208 CHF | 98.83% | 98.83% |
07/05/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,796 | 100,000 | 51,873 CHF | 35,693 CHF | 96.57% | 96.57% |
06/05/2024 | 2.84% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 140,619 | 100,000 | 51,132 CHF | 37,416 CHF | 100.00% | 100.00% |
03/05/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,734 | 100,000 | 51,011 CHF | 37,358 CHF | 97.93% | 97.93% |
02/05/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 148,105 | 100,000 | 51,810 CHF | 36,054 CHF | 99.40% | 99.40% |