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 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,811 | 100,000 | 51,379 CHF | 51,982 CHF | 98.61% | 98.61% |
15/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,859 | 99,243 | 55,735 CHF | 56,384 CHF | 98.94% | 98.94% |
14/05/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,221 CHF | 57,221 CHF | 100.00% | 100.00% |
13/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,466 CHF | 55,466 CHF | 100.00% | 100.00% |
10/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,713 CHF | 52,713 CHF | 100.00% | 100.00% |
08/05/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,545 | 100,000 | 51,802 CHF | 47,869 CHF | 100.00% | 100.00% |
07/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,410 CHF | 47,736 CHF | 96.44% | 96.44% |
06/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,252 | 100,000 | 52,238 CHF | 45,968 CHF | 94.79% | 94.79% |
03/05/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 121,617 | 100,000 | 51,304 CHF | 43,201 CHF | 98.63% | 98.63% |
02/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,121 | 100,000 | 51,732 CHF | 40,466 CHF | 98.56% | 98.56% |