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 | 3.05% | 1.16 CHF | 1.18 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 43,160 CHF | 44,220 CHF | 99.62% | 99.62% |
15/05/2024 | 3.02% | 1.15 CHF | 1.17 CHF | 100,000 | 100,000 | 37,373 | 37,373 | 42,721 CHF | 43,782 CHF | 99.62% | 99.62% |
14/05/2024 | 3.07% | 1.14 CHF | 1.16 CHF | 100,000 | 100,000 | 37,369 | 37,369 | 42,483 CHF | 43,544 CHF | 99.63% | 99.63% |
13/05/2024 | 2.85% | 1.24 CHF | 1.26 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 46,405 CHF | 47,466 CHF | 99.61% | 99.61% |
10/05/2024 | 2.99% | 1.27 CHF | 1.29 CHF | 100,000 | 100,000 | 37,052 | 37,052 | 43,568 CHF | 44,624 CHF | 98.58% | 98.58% |
08/05/2024 | 2.62% | 1.16 CHF | 1.18 CHF | 100,000 | 100,000 | 37,371 | 37,371 | 47,208 CHF | 48,269 CHF | 99.63% | 99.63% |
07/05/2024 | 2.31% | 1.37 CHF | 1.39 CHF | 100,000 | 100,000 | 37,453 | 37,453 | 56,152 CHF | 57,214 CHF | 99.16% | 99.16% |
06/05/2024 | 2.73% | 1.67 CHF | 1.70 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 34,465 CHF | 35,260 CHF | 99.62% | 99.62% |
03/05/2024 | 2.18% | 2.16 CHF | 2.19 CHF | 50,000 | 50,000 | 18,642 | 18,642 | 42,942 CHF | 43,736 CHF | 99.49% | 99.49% |
02/05/2024 | 2.98% | 2.62 CHF | 2.67 CHF | 50,000 | 50,000 | 26,504 | 18,672 | 76,441 CHF | 54,524 CHF | 99.58% | 99.58% |