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 | 1.39% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,403 CHF | 72,403 CHF | 98.61% | 98.61% |
15/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,387 | 98,979 | 77,252 CHF | 77,930 CHF | 98.95% | 98.95% |
14/05/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,290 CHF | 79,290 CHF | 100.00% | 100.00% |
13/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,023 CHF | 77,023 CHF | 100.00% | 100.00% |
10/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,413 CHF | 73,413 CHF | 100.00% | 100.00% |
08/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,815 CHF | 66,815 CHF | 100.00% | 100.00% |
07/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,879 CHF | 66,879 CHF | 98.86% | 98.86% |
06/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,411 CHF | 64,411 CHF | 94.79% | 94.79% |
03/05/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,724 CHF | 60,724 CHF | 98.62% | 98.62% |
02/05/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,032 CHF | 57,032 CHF | 99.12% | 99.12% |