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 | 1.63% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,904 CHF | 61,904 CHF | 98.61% | 98.61% |
15/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,592 | 98,979 | 67,054 CHF | 67,634 CHF | 98.95% | 98.95% |
14/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,958 CHF | 68,958 CHF | 100.00% | 100.00% |
13/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,595 CHF | 66,595 CHF | 100.00% | 100.00% |
10/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,905 CHF | 62,905 CHF | 100.00% | 100.00% |
08/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,426 CHF | 56,426 CHF | 100.00% | 100.00% |
07/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,364 CHF | 56,364 CHF | 96.44% | 96.44% |
06/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,824 CHF | 53,824 CHF | 94.79% | 94.79% |
03/05/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 106,703 | 100,000 | 52,290 CHF | 50,043 CHF | 98.63% | 98.63% |
02/05/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 115,202 | 100,000 | 52,296 CHF | 46,435 CHF | 99.13% | 99.13% |