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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 2.98% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 37,409 | 37,409 | 39,413 CHF | 40,327 CHF | 97.58% | 97.58% |
22/05/2024 | 1.09% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 42,367 | 42,367 | 67,219 CHF | 67,786 CHF | 75.33% | 97.86% |
21/05/2024 | 0.73% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 83,845 | 83,845 | 136,950 CHF | 137,828 CHF | 25.69% | 99.36% |
17/05/2024 | 1.06% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 40,354 | 40,354 | 66,851 CHF | 67,404 CHF | 79.00% | 99.57% |
16/05/2024 | 1.25% | 1.55 CHF | 1.61 CHF | 100,000 | 100,000 | 23,771 | 23,771 | 36,983 CHF | 37,411 CHF | 81.61% | 99.40% |
15/05/2024 | 1.03% | 1.61 CHF | 1.76 CHF | 100,000 | 100,000 | 27,665 | 27,665 | 50,321 CHF | 50,779 CHF | 85.86% | 99.25% |
14/05/2024 | 0.90% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 37,368 | 37,368 | 73,768 CHF | 74,298 CHF | 99.58% | 99.58% |
13/05/2024 | 0.91% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 37,452 | 37,452 | 74,236 CHF | 74,767 CHF | 99.09% | 99.09% |
10/05/2024 | 0.89% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 37,063 | 37,063 | 73,302 CHF | 73,830 CHF | 98.51% | 98.51% |
08/05/2024 | 0.90% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 37,375 | 37,375 | 73,151 CHF | 73,681 CHF | 99.49% | 99.49% |