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 | 1.95% | 5.02 CHF | 5.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 509,003 CHF | 519,003 CHF | 86.97% | 86.97% |
15/05/2024 | 2.07% | 4.91 CHF | 5.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 478,617 CHF | 488,617 CHF | 99.97% | 99.97% |
14/05/2024 | 1.08% | 4.73 CHF | 4.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 462,178 CHF | 467,178 CHF | 99.99% | 99.99% |
13/05/2024 | 1.11% | 4.53 CHF | 4.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 447,879 CHF | 452,879 CHF | 100.00% | 100.00% |
10/05/2024 | 2.20% | 4.49 CHF | 4.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 448,775 CHF | 458,775 CHF | 94.50% | 94.50% |
08/05/2024 | 2.05% | 4.80 CHF | 4.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 481,914 CHF | 491,914 CHF | 99.99% | 99.99% |
07/05/2024 | 2.11% | 4.75 CHF | 4.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 468,489 CHF | 478,489 CHF | 93.95% | 93.95% |
06/05/2024 | 2.08% | 4.75 CHF | 4.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 476,362 CHF | 486,362 CHF | 99.99% | 99.99% |
03/05/2024 | 2.03% | 5.00 CHF | 5.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 486,553 CHF | 496,553 CHF | 90.31% | 90.31% |
02/05/2024 | 2.02% | 4.75 CHF | 4.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 489,919 CHF | 499,919 CHF | 99.89% | 99.89% |