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 | 2.55% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,700 CHF | 39,700 CHF | 99.85% | 99.85% |
15/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 99,999 | 41,826 CHF | 42,826 CHF | 100.00% | 100.00% |
14/05/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,125 CHF | 43,125 CHF | 99.78% | 99.78% |
13/05/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,189 CHF | 38,189 CHF | 100.00% | 100.00% |
10/05/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,013 CHF | 32,013 CHF | 100.00% | 100.00% |
08/05/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,999 CHF | 27,999 CHF | 100.00% | 100.00% |
07/05/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,176 CHF | 31,176 CHF | 99.86% | 99.86% |
06/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,991 CHF | 31,991 CHF | 99.83% | 99.83% |
03/05/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,551 CHF | 31,551 CHF | 100.00% | 100.00% |
02/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,697 CHF | 30,697 CHF | 100.00% | 100.00% |