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 | 4.13% | 1.29 CHF | 1.32 CHF | 100,000 | 100,000 | 37,365 | 37,365 | 47,452 CHF | 49,042 CHF | 99.59% | 99.59% |
15/05/2024 | 3.41% | 1.38 CHF | 1.41 CHF | 100,000 | 100,000 | 53,145 | 37,527 | 80,126 CHF | 57,450 CHF | 98.37% | 98.37% |
14/05/2024 | 5.19% | 1.64 CHF | 1.69 CHF | 100,000 | 100,000 | 49,547 | 37,664 | 82,847 CHF | 65,821 CHF | 97.65% | 97.65% |
13/05/2024 | 5.71% | 1.69 CHF | 1.74 CHF | 100,000 | 100,000 | 53,285 | 37,713 | 84,329 CHF | 63,895 CHF | 97.64% | 97.64% |
10/05/2024 | 5.22% | 1.71 CHF | 1.76 CHF | 100,000 | 100,000 | 48,853 | 36,983 | 81,714 CHF | 64,707 CHF | 98.43% | 98.43% |
08/05/2024 | 4.76% | 1.79 CHF | 1.84 CHF | 100,000 | 100,000 | 45,218 | 37,392 | 83,149 CHF | 71,522 CHF | 99.27% | 99.27% |
07/05/2024 | 5.07% | 1.76 CHF | 1.81 CHF | 100,000 | 100,000 | 45,213 | 37,343 | 78,028 CHF | 67,253 CHF | 99.51% | 99.51% |
06/05/2024 | 4.44% | 1.91 CHF | 1.96 CHF | 100,000 | 100,000 | 45,192 | 37,362 | 88,949 CHF | 76,274 CHF | 99.53% | 99.53% |
03/05/2024 | 3.57% | 2.17 CHF | 2.22 CHF | 50,000 | 50,000 | 27,726 | 18,627 | 65,397 CHF | 44,164 CHF | 99.18% | 99.18% |
02/05/2024 | 3.33% | 2.71 CHF | 2.76 CHF | 50,000 | 50,000 | 26,493 | 18,657 | 70,922 CHF | 51,738 CHF | 99.48% | 99.48% |