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 | 1.21% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,395 CHF | 83,395 CHF | 99.35% | 99.35% |
15/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,750 | 99,750 | 86,347 CHF | 87,357 CHF | 98.95% | 98.95% |
14/05/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,726 CHF | 85,726 CHF | 100.00% | 100.00% |
13/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,277 CHF | 83,277 CHF | 100.00% | 100.00% |
10/05/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,105 CHF | 154,105 CHF | 100.00% | 100.00% |
08/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,697 CHF | 137,697 CHF | 100.00% | 100.00% |
07/05/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 118,254 CHF | 120,254 CHF | 98.92% | 98.92% |
06/05/2024 | 1.82% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,672 CHF | 110,672 CHF | 100.00% | 100.00% |
03/05/2024 | 1.81% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,351 CHF | 111,351 CHF | 98.63% | 98.63% |
02/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,169 CHF | 118,169 CHF | 98.72% | 98.72% |