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 | 1.91% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,151 | 100,000 | 51,978 CHF | 52,904 CHF | 98.61% | 98.61% |
15/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,796 | 98,979 | 58,210 CHF | 58,726 CHF | 98.95% | 98.95% |
14/05/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,958 CHF | 59,958 CHF | 100.00% | 100.00% |
13/05/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,567 CHF | 57,567 CHF | 100.00% | 100.00% |
10/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,862 CHF | 53,862 CHF | 100.00% | 100.00% |
08/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 112,551 | 100,000 | 52,094 CHF | 47,318 CHF | 100.00% | 100.00% |
07/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,230 | 100,000 | 51,479 CHF | 47,296 CHF | 96.44% | 96.44% |
06/05/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,606 | 100,000 | 52,834 CHF | 44,824 CHF | 94.79% | 94.79% |
03/05/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,445 | 100,000 | 51,812 CHF | 41,043 CHF | 98.63% | 98.63% |
02/05/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 141,950 | 100,000 | 51,683 CHF | 37,435 CHF | 99.12% | 99.12% |