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 | 1.61% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,599 CHF | 62,599 CHF | 99.25% | 99.25% |
15/05/2024 | 1.82% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,947 CHF | 55,947 CHF | 99.38% | 99.38% |
14/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,485 CHF | 65,485 CHF | 99.18% | 99.18% |
13/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,600 CHF | 62,600 CHF | 99.39% | 99.39% |
10/05/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,491 CHF | 63,491 CHF | 99.37% | 99.37% |
08/05/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,963 CHF | 57,963 CHF | 99.39% | 99.39% |
07/05/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,827 CHF | 61,827 CHF | 99.23% | 99.23% |
06/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,380 CHF | 65,380 CHF | 99.21% | 99.21% |
03/05/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,690 CHF | 60,690 CHF | 99.39% | 99.39% |
02/05/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,358 CHF | 58,358 CHF | 99.39% | 99.39% |