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 | 2.39% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,354 CHF | 42,354 CHF | 99.53% | 99.53% |
15/05/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,749 CHF | 44,749 CHF | 95.35% | 95.35% |
14/05/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,947 CHF | 44,947 CHF | 87.30% | 87.30% |
13/05/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,664 CHF | 38,664 CHF | 99.07% | 99.07% |
10/05/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,378 CHF | 36,378 CHF | 98.16% | 98.16% |
08/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,642 CHF | 35,642 CHF | 93.48% | 93.48% |
07/05/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,733 CHF | 37,733 CHF | 99.54% | 99.54% |
06/05/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,232 CHF | 36,232 CHF | 99.55% | 99.55% |
03/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,093 CHF | 34,093 CHF | 99.26% | 99.26% |
02/05/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,339 CHF | 32,339 CHF | 97.43% | 97.43% |