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 | 2.02% | 0.85 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,796 CHF | 85,502 CHF | 99.30% | 99.30% |
15/05/2024 | 2.16% | 0.80 CHF | 0.82 CHF | 100,000 | 100,000 | 99,241 | 99,241 | 78,396 CHF | 80,103 CHF | 98.84% | 98.84% |
14/05/2024 | 2.11% | 0.83 CHF | 0.85 CHF | 100,000 | 100,000 | 98,769 | 98,769 | 81,679 CHF | 83,394 CHF | 99.86% | 99.86% |
13/05/2024 | 2.15% | 0.78 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,389 CHF | 80,089 CHF | 100.00% | 100.00% |
10/05/2024 | 2.11% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,972 CHF | 82,699 CHF | 100.00% | 100.00% |
08/05/2024 | 2.11% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,441 CHF | 80,116 CHF | 100.00% | 100.00% |
07/05/2024 | 2.14% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,188 CHF | 77,836 CHF | 98.78% | 98.78% |
06/05/2024 | 2.15% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,237 CHF | 79,936 CHF | 100.00% | 100.00% |
03/05/2024 | 1.91% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,415 CHF | 85,023 CHF | 98.32% | 98.32% |
02/05/2024 | 2.13% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,944 CHF | 74,515 CHF | 98.78% | 98.78% |