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 | 1.69% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,838 CHF | 59,838 CHF | 98.61% | 98.61% |
15/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,592 | 98,979 | 65,002 CHF | 65,594 CHF | 98.94% | 98.94% |
14/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,838 CHF | 66,838 CHF | 100.00% | 100.00% |
13/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,567 CHF | 64,567 CHF | 100.00% | 100.00% |
10/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,905 CHF | 60,905 CHF | 100.00% | 100.00% |
08/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,426 CHF | 54,426 CHF | 100.00% | 100.00% |
07/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,364 CHF | 54,364 CHF | 96.44% | 96.44% |
06/05/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 102,487 | 100,000 | 52,147 CHF | 51,934 CHF | 94.79% | 94.79% |
03/05/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,265 | 100,000 | 51,978 CHF | 48,144 CHF | 98.52% | 98.52% |
02/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,067 | 100,000 | 52,242 CHF | 44,520 CHF | 99.12% | 99.12% |