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 | 5.14% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 99,824 | 99,824 | 18,939 CHF | 19,937 CHF | 99.50% | 99.50% |
15/05/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,969 CHF | 19,969 CHF | 99.51% | 99.51% |
14/05/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,990 CHF | 20,990 CHF | 99.57% | 99.57% |
13/05/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 18,286 CHF | 19,186 CHF | 99.53% | 99.53% |
10/05/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 19,317 CHF | 20,217 CHF | 99.47% | 99.47% |
08/05/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,504 CHF | 20,504 CHF | 99.55% | 99.55% |
07/05/2024 | 5.16% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,883 CHF | 19,883 CHF | 99.57% | 99.57% |
06/05/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 18,207 CHF | 19,107 CHF | 99.52% | 99.52% |
03/05/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 18,766 CHF | 19,666 CHF | 99.52% | 99.52% |
02/05/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 90,000 | 90,000 | 83,521 | 83,521 | 18,445 CHF | 19,280 CHF | 99.34% | 99.43% |