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 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,112 CHF | 75,112 CHF | 99.53% | 99.53% |
15/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,473 CHF | 77,473 CHF | 95.35% | 95.35% |
14/05/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,653 CHF | 77,653 CHF | 87.48% | 87.48% |
13/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,292 CHF | 71,292 CHF | 99.07% | 99.07% |
10/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,971 CHF | 68,971 CHF | 98.16% | 98.16% |
08/05/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,174 CHF | 68,174 CHF | 95.49% | 95.49% |
07/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,281 CHF | 70,281 CHF | 99.54% | 99.54% |
06/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,721 CHF | 68,721 CHF | 99.56% | 99.56% |
03/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,546 CHF | 66,546 CHF | 99.45% | 99.45% |
02/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,837 CHF | 64,837 CHF | 97.39% | 97.39% |