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 | 0.84% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,010 CHF | 120,010 CHF | 99.25% | 99.25% |
15/05/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,252 | 99,252 | 114,867 CHF | 115,870 CHF | 98.90% | 98.90% |
14/05/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,886 CHF | 119,886 CHF | 100.00% | 100.00% |
13/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,590 CHF | 121,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,530 CHF | 124,530 CHF | 99.41% | 99.41% |
08/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,836 CHF | 124,836 CHF | 100.00% | 100.00% |
07/05/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,481 CHF | 124,521 CHF | 96.43% | 96.43% |
06/05/2024 | 0.90% | 1.23 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,127 CHF | 125,244 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,618 CHF | 125,688 CHF | 97.92% | 97.92% |
02/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,266 CHF | 118,266 CHF | 99.40% | 99.40% |