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 | 1.81% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,696 CHF | 55,696 CHF | 98.61% | 98.61% |
15/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,796 | 98,979 | 60,978 CHF | 61,471 CHF | 98.94% | 98.94% |
14/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,675 CHF | 62,675 CHF | 99.99% | 99.99% |
13/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,256 CHF | 60,256 CHF | 100.00% | 100.00% |
10/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,591 CHF | 56,591 CHF | 100.00% | 100.00% |
08/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 106,794 | 100,000 | 52,272 CHF | 49,981 CHF | 100.00% | 100.00% |
07/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 107,937 | 100,000 | 52,907 CHF | 50,044 CHF | 98.49% | 98.49% |
06/05/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,487 | 100,000 | 52,343 CHF | 47,579 CHF | 94.79% | 94.79% |
03/05/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,646 | 100,000 | 51,587 CHF | 43,769 CHF | 98.64% | 98.64% |
02/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 132,917 | 100,000 | 51,985 CHF | 40,142 CHF | 99.12% | 99.12% |