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 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,416 CHF | 58,416 CHF | 99.85% | 99.85% |
15/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,456 CHF | 59,456 CHF | 100.00% | 100.00% |
14/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,830 CHF | 59,830 CHF | 99.75% | 99.75% |
13/05/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,592 CHF | 56,592 CHF | 100.00% | 100.00% |
10/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,419 | 100,419 | 51,188 CHF | 52,193 CHF | 100.00% | 100.00% |
08/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 113,288 | 113,288 | 56,020 CHF | 57,153 CHF | 100.00% | 100.00% |
07/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 116,031 | 116,031 | 57,311 CHF | 58,471 CHF | 99.85% | 99.85% |
06/05/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,571 | 101,571 | 51,687 CHF | 52,703 CHF | 99.81% | 99.81% |
03/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 107,188 | 107,189 | 53,293 CHF | 54,364 CHF | 99.90% | 99.90% |
02/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 119,798 | 119,798 | 57,862 CHF | 59,060 CHF | 100.00% | 100.00% |