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 | 1.59% | 1.25 CHF | 1.27 CHF | 100,000 | 20,000 | 20,000 | 20,000 | 25,010 CHF | 25,410 CHF | 64.31% | 99.51% |
15/05/2024 | 1.21% | 1.31 CHF | 1.46 CHF | 100,000 | 100,000 | 27,621 | 27,621 | 42,324 CHF | 42,781 CHF | 85.82% | 99.19% |
14/05/2024 | 1.04% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 37,366 | 37,366 | 63,375 CHF | 63,905 CHF | 99.56% | 99.56% |
13/05/2024 | 1.10% | 1.69 CHF | 1.77 CHF | 100,000 | 100,000 | 32,987 | 32,987 | 56,227 CHF | 56,725 CHF | 92.48% | 99.09% |
10/05/2024 | 1.04% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 37,357 | 37,357 | 63,486 CHF | 64,016 CHF | 99.84% | 99.84% |
08/05/2024 | 1.04% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 37,377 | 37,377 | 62,781 CHF | 63,311 CHF | 99.50% | 99.50% |
07/05/2024 | 1.09% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 37,629 | 37,629 | 62,467 CHF | 63,000 CHF | 98.30% | 98.30% |
06/05/2024 | 0.98% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 37,544 | 37,544 | 64,548 CHF | 65,079 CHF | 98.27% | 98.27% |
03/05/2024 | 0.82% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 18,609 | 18,609 | 38,554 CHF | 38,819 CHF | 99.32% | 99.32% |
02/05/2024 | 1.41% | 2.42 CHF | 2.44 CHF | 50,000 | 50,000 | 18,815 | 18,815 | 47,363 CHF | 47,895 CHF | 98.13% | 98.13% |