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 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,530 CHF | 58,530 CHF | 99.85% | 99.85% |
15/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,367 CHF | 59,367 CHF | 43.99% | 43.99% |
14/05/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,756 CHF | 57,756 CHF | 99.78% | 99.78% |
13/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,717 CHF | 58,717 CHF | 100.00% | 100.00% |
10/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,072 | 100,072 | 56,068 CHF | 57,069 CHF | 97.70% | 97.70% |
08/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 120,372 | 120,372 | 58,580 CHF | 59,783 CHF | 79.73% | 79.73% |
07/05/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,770 CHF | 60,020 CHF | 86.30% | 86.30% |
06/05/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,984 CHF | 53,234 CHF | 97.96% | 97.96% |
03/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,965 CHF | 53,215 CHF | 91.17% | 91.17% |
02/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 132,549 | 132,549 | 53,213 CHF | 54,538 CHF | 100.00% | 100.00% |