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 | 1.35% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,292 | 99,292 | 73,060 CHF | 74,053 CHF | 99.60% | 99.60% |
15/05/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,108 CHF | 72,108 CHF | 99.52% | 99.52% |
14/05/2024 | 1.60% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,196 CHF | 63,196 CHF | 99.59% | 99.59% |
13/05/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,359 CHF | 68,359 CHF | 99.58% | 99.58% |
10/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 63,798 CHF | 64,698 CHF | 99.53% | 99.53% |
08/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 72,700 CHF | 73,600 CHF | 99.55% | 99.55% |
07/05/2024 | 1.18% | 0.78 CHF | 0.79 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 67,481 CHF | 68,281 CHF | 99.52% | 99.52% |
06/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 69,309 CHF | 70,109 CHF | 99.57% | 99.57% |
03/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 70,561 CHF | 71,361 CHF | 99.56% | 99.56% |
02/05/2024 | 1.26% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,222 CHF | 47,822 CHF | 99.47% | 99.47% |