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 | 1.47% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,465 CHF | 68,465 CHF | 98.61% | 98.61% |
15/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,387 | 98,979 | 73,375 CHF | 74,068 CHF | 98.95% | 98.95% |
14/05/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,351 CHF | 75,351 CHF | 100.00% | 100.00% |
13/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,091 CHF | 73,091 CHF | 100.00% | 100.00% |
10/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,491 CHF | 69,491 CHF | 100.00% | 100.00% |
08/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,899 CHF | 62,899 CHF | 100.00% | 100.00% |
07/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,917 CHF | 62,917 CHF | 98.86% | 98.86% |
06/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,477 CHF | 60,477 CHF | 94.79% | 94.79% |
03/05/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,745 CHF | 56,745 CHF | 98.64% | 98.64% |
02/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,004 | 100,000 | 52,090 CHF | 53,088 CHF | 99.13% | 99.13% |