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 | 1.24% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,904 CHF | 80,904 CHF | 98.61% | 98.61% |
15/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,183 | 98,979 | 85,625 CHF | 86,440 CHF | 98.95% | 98.95% |
14/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,958 CHF | 87,958 CHF | 100.00% | 100.00% |
13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,595 CHF | 85,595 CHF | 100.00% | 100.00% |
10/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,905 CHF | 81,905 CHF | 100.00% | 100.00% |
08/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,426 CHF | 75,426 CHF | 100.00% | 100.00% |
07/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,364 CHF | 75,364 CHF | 96.44% | 96.44% |
06/05/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,934 CHF | 72,934 CHF | 94.79% | 94.79% |
03/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,144 CHF | 69,144 CHF | 98.52% | 98.52% |
02/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,520 CHF | 65,520 CHF | 99.12% | 99.12% |