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 | 2.90% | 0.53 CHF | 0.54 CHF | 104,000 | 104,000 | 46,529 | 46,529 | 24,711 CHF | 25,316 CHF | 100.00% | 100.00% |
15/05/2024 | 2.81% | 0.54 CHF | 0.55 CHF | 104,000 | 104,000 | 46,535 | 46,535 | 25,076 CHF | 25,682 CHF | 100.00% | 100.00% |
14/05/2024 | 2.76% | 0.54 CHF | 0.55 CHF | 104,000 | 104,000 | 46,612 | 46,612 | 25,727 CHF | 26,333 CHF | 99.98% | 99.98% |
13/05/2024 | 2.80% | 0.55 CHF | 0.56 CHF | 104,000 | 104,000 | 46,645 | 46,645 | 25,493 CHF | 26,099 CHF | 100.00% | 100.00% |
10/05/2024 | 2.76% | 0.57 CHF | 0.58 CHF | 104,000 | 104,000 | 46,629 | 46,629 | 25,745 CHF | 26,351 CHF | 100.00% | 100.00% |
08/05/2024 | 2.45% | 0.61 CHF | 0.62 CHF | 106,000 | 106,000 | 47,321 | 47,321 | 29,467 CHF | 30,086 CHF | 99.08% | 99.08% |
07/05/2024 | 2.64% | 0.58 CHF | 0.59 CHF | 106,000 | 106,000 | 47,810 | 47,810 | 27,877 CHF | 28,499 CHF | 99.94% | 99.94% |
06/05/2024 | 2.44% | 0.60 CHF | 0.61 CHF | 106,000 | 106,000 | 48,147 | 48,147 | 29,784 CHF | 30,409 CHF | 100.00% | 100.00% |
03/05/2024 | 2.34% | 0.63 CHF | 0.64 CHF | 108,000 | 108,000 | 48,514 | 48,514 | 31,240 CHF | 31,870 CHF | 99.99% | 99.99% |
02/05/2024 | 2.33% | 0.68 CHF | 0.69 CHF | 108,000 | 108,000 | 48,167 | 48,167 | 32,102 CHF | 32,728 CHF | 99.99% | 99.99% |