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 | 1.69% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,753 CHF | 59,753 CHF | 98.61% | 98.61% |
15/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,592 | 98,979 | 64,881 CHF | 65,473 CHF | 98.94% | 98.94% |
14/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,775 CHF | 66,775 CHF | 100.00% | 100.00% |
13/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,400 CHF | 64,400 CHF | 100.00% | 100.00% |
10/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,705 CHF | 60,705 CHF | 100.00% | 100.00% |
08/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,026 CHF | 54,026 CHF | 100.00% | 100.00% |
07/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,168 CHF | 54,168 CHF | 98.49% | 98.49% |
06/05/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 102,487 | 100,000 | 51,914 CHF | 51,706 CHF | 94.79% | 94.79% |
03/05/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,645 | 100,000 | 51,780 CHF | 47,809 CHF | 98.62% | 98.62% |
02/05/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,603 | 100,000 | 52,051 CHF | 44,171 CHF | 99.12% | 99.12% |