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 | 1.23% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,930 CHF | 86,990 CHF | 99.25% | 99.25% |
15/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,349 | 99,252 | 88,734 CHF | 89,653 CHF | 98.90% | 98.90% |
14/05/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,241 CHF | 87,241 CHF | 100.00% | 100.00% |
13/05/2024 | 1.24% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,529 CHF | 85,579 CHF | 100.00% | 100.00% |
10/05/2024 | 1.31% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,918 CHF | 82,995 CHF | 99.41% | 99.41% |
08/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,726 CHF | 82,740 CHF | 100.00% | 100.00% |
07/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,194 CHF | 83,239 CHF | 96.43% | 96.43% |
06/05/2024 | 1.32% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,429 CHF | 82,513 CHF | 100.00% | 100.00% |
03/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,227 CHF | 82,227 CHF | 97.94% | 97.94% |
02/05/2024 | 1.19% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,639 CHF | 89,703 CHF | 99.40% | 99.40% |