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 | 3.67% | 0.41 CHF | 0.42 CHF | 104,000 | 104,000 | 46,528 | 46,528 | 19,480 CHF | 20,086 CHF | 100.00% | 100.00% |
15/05/2024 | 3.53% | 0.42 CHF | 0.43 CHF | 104,000 | 104,000 | 46,543 | 46,543 | 19,871 CHF | 20,477 CHF | 100.00% | 100.00% |
14/05/2024 | 3.45% | 0.43 CHF | 0.44 CHF | 104,000 | 104,000 | 46,611 | 46,611 | 20,458 CHF | 21,063 CHF | 99.98% | 99.98% |
13/05/2024 | 3.52% | 0.44 CHF | 0.45 CHF | 104,000 | 104,000 | 46,644 | 46,644 | 20,212 CHF | 20,818 CHF | 100.00% | 100.00% |
10/05/2024 | 3.46% | 0.45 CHF | 0.46 CHF | 104,000 | 104,000 | 46,628 | 46,628 | 20,458 CHF | 21,063 CHF | 100.00% | 100.00% |
08/05/2024 | 2.97% | 0.50 CHF | 0.51 CHF | 106,000 | 106,000 | 47,328 | 47,328 | 24,175 CHF | 24,794 CHF | 99.07% | 99.07% |
07/05/2024 | 3.24% | 0.47 CHF | 0.48 CHF | 106,000 | 106,000 | 47,805 | 47,805 | 22,579 CHF | 23,202 CHF | 99.94% | 99.94% |
06/05/2024 | 2.97% | 0.49 CHF | 0.50 CHF | 106,000 | 106,000 | 48,146 | 48,146 | 24,348 CHF | 24,973 CHF | 100.00% | 100.00% |
03/05/2024 | 2.81% | 0.51 CHF | 0.52 CHF | 108,000 | 108,000 | 48,513 | 48,513 | 25,804 CHF | 26,433 CHF | 99.99% | 99.99% |
02/05/2024 | 2.81% | 0.56 CHF | 0.57 CHF | 108,000 | 108,000 | 48,172 | 48,172 | 26,609 CHF | 27,236 CHF | 100.00% | 100.00% |