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 | 2.14% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,098 | 50,000 | 53,367 CHF | 27,518 CHF | 97.72% | 97.72% |
15/05/2024 | 2.19% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 95,973 | 49,760 | 52,611 CHF | 27,901 CHF | 98.90% | 98.90% |
14/05/2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,436 CHF | 27,274 CHF | 100.00% | 100.00% |
13/05/2024 | 2.34% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,272 | 50,000 | 52,037 CHF | 26,565 CHF | 100.00% | 100.00% |
10/05/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 96,777 | 50,000 | 52,768 CHF | 27,839 CHF | 100.00% | 100.00% |
08/05/2024 | 2.50% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 97,073 | 50,000 | 52,368 CHF | 27,718 CHF | 98.83% | 98.83% |
07/05/2024 | 2.98% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,609 CHF | 27,100 CHF | 97.06% | 97.06% |
06/05/2024 | 2.50% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,738 CHF | 26,522 CHF | 100.00% | 100.00% |
03/05/2024 | 2.41% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 99,465 | 50,000 | 53,058 CHF | 27,328 CHF | 97.94% | 97.94% |
02/05/2024 | 2.16% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,740 CHF | 26,435 CHF | 99.40% | 99.40% |