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 | 3.94% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,870 CHF | 25,870 CHF | 99.53% | 99.53% |
15/05/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,469 CHF | 23,469 CHF | 95.35% | 95.35% |
14/05/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,248 CHF | 23,248 CHF | 87.48% | 87.48% |
13/05/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,453 CHF | 29,453 CHF | 99.06% | 99.06% |
10/05/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,806 CHF | 31,806 CHF | 98.16% | 98.16% |
08/05/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,571 CHF | 32,571 CHF | 93.48% | 93.48% |
07/05/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,532 CHF | 30,532 CHF | 99.53% | 99.53% |
06/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,957 CHF | 31,957 CHF | 99.55% | 99.55% |
03/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,176 CHF | 34,176 CHF | 99.40% | 99.40% |
02/05/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,085 CHF | 36,085 CHF | 97.28% | 97.28% |