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 | 1.40% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,078 CHF | 72,078 CHF | 98.61% | 98.61% |
15/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,387 | 98,979 | 77,059 CHF | 77,735 CHF | 98.95% | 98.95% |
14/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,118 CHF | 79,118 CHF | 100.00% | 100.00% |
13/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,729 CHF | 76,729 CHF | 100.00% | 100.00% |
10/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,104 CHF | 73,104 CHF | 100.00% | 100.00% |
08/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,622 CHF | 66,622 CHF | 100.00% | 100.00% |
07/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,475 CHF | 66,475 CHF | 96.44% | 96.44% |
06/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,124 CHF | 64,124 CHF | 94.79% | 94.79% |
03/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,294 CHF | 60,294 CHF | 96.90% | 96.90% |
02/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,600 CHF | 56,600 CHF | 99.12% | 99.12% |