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 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,551 CHF | 61,551 CHF | 99.53% | 99.53% |
15/05/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,252 CHF | 54,252 CHF | 99.54% | 99.54% |
14/05/2024 | 1.68% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,035 CHF | 60,035 CHF | 99.54% | 99.54% |
13/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,346 CHF | 61,346 CHF | 99.57% | 99.57% |
10/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,546 CHF | 60,546 CHF | 98.19% | 98.19% |
08/05/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,006 CHF | 58,006 CHF | 98.51% | 98.51% |
07/05/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 89,316 | 50,000 | 52,647 CHF | 30,067 CHF | 95.44% | 95.44% |
06/05/2024 | 1.29% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 69,464 | 50,000 | 53,598 CHF | 39,210 CHF | 99.57% | 99.57% |
03/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,595 | 50,000 | 53,506 CHF | 44,680 CHF | 80.35% | 80.35% |
02/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 57,404 | 50,000 | 55,210 CHF | 48,702 CHF | 96.60% | 96.60% |