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 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,403 CHF | 77,403 CHF | 98.61% | 98.61% |
15/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 99,387 | 98,979 | 82,316 CHF | 82,973 CHF | 98.95% | 98.95% |
14/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,290 CHF | 84,290 CHF | 100.00% | 100.00% |
13/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,023 CHF | 82,023 CHF | 100.00% | 100.00% |
10/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,347 CHF | 78,347 CHF | 100.00% | 100.00% |
08/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,799 CHF | 71,799 CHF | 100.00% | 100.00% |
07/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,706 CHF | 71,706 CHF | 96.44% | 96.44% |
06/05/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,348 CHF | 69,348 CHF | 94.79% | 94.79% |
03/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,555 CHF | 65,555 CHF | 98.63% | 98.63% |
02/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,863 CHF | 61,863 CHF | 99.13% | 99.13% |