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 | 1.99% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 105,152 | 100,000 | 52,406 CHF | 50,904 CHF | 98.61% | 98.61% |
15/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,796 | 98,979 | 56,154 CHF | 56,686 CHF | 98.94% | 98.94% |
14/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,838 CHF | 57,838 CHF | 100.00% | 100.00% |
13/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,567 CHF | 55,567 CHF | 100.00% | 100.00% |
10/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,301 | 100,000 | 51,009 CHF | 51,862 CHF | 100.00% | 100.00% |
08/05/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,796 | 100,000 | 52,627 CHF | 45,318 CHF | 100.00% | 100.00% |
07/05/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,109 | 100,000 | 52,745 CHF | 45,296 CHF | 96.44% | 96.44% |
06/05/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 122,908 | 100,000 | 51,350 CHF | 42,824 CHF | 94.79% | 94.79% |
03/05/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 136,931 | 100,000 | 52,021 CHF | 39,021 CHF | 98.64% | 98.64% |
02/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,808 | 100,000 | 51,782 CHF | 35,377 CHF | 99.12% | 99.12% |