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 | 3.50% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,404 CHF | 44,951 CHF | 99.30% | 99.30% |
15/05/2024 | 4.03% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,242 | 99,242 | 39,133 CHF | 40,737 CHF | 98.89% | 98.89% |
14/05/2024 | 3.72% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 99,110 | 99,110 | 42,230 CHF | 43,811 CHF | 99.17% | 99.17% |
13/05/2024 | 3.88% | 0.39 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,097 CHF | 40,646 CHF | 100.00% | 100.00% |
10/05/2024 | 3.90% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,217 CHF | 42,854 CHF | 100.00% | 100.00% |
08/05/2024 | 4.18% | 0.39 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,077 CHF | 40,747 CHF | 100.00% | 100.00% |
07/05/2024 | 3.97% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,399 CHF | 38,911 CHF | 98.92% | 98.92% |
06/05/2024 | 4.01% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,083 CHF | 40,681 CHF | 100.00% | 100.00% |
03/05/2024 | 3.59% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,107 CHF | 44,683 CHF | 97.70% | 97.70% |
02/05/2024 | 4.33% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,874 CHF | 36,416 CHF | 99.12% | 99.12% |