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 | 1.94% | 0.93 CHF | 0.94 CHF | 83,900 | 83,900 | 37,498 | 37,498 | 34,448 CHF | 35,017 CHF | 100.00% | 100.00% |
15/05/2024 | 1.98% | 0.91 CHF | 0.92 CHF | 86,400 | 86,400 | 38,596 | 38,596 | 35,117 CHF | 35,701 CHF | 100.00% | 100.00% |
14/05/2024 | 1.99% | 0.92 CHF | 0.93 CHF | 87,100 | 87,100 | 39,008 | 39,008 | 35,075 CHF | 35,666 CHF | 99.98% | 99.98% |
13/05/2024 | 1.97% | 0.90 CHF | 0.91 CHF | 86,400 | 86,400 | 38,683 | 38,683 | 34,960 CHF | 35,546 CHF | 100.00% | 100.00% |
10/05/2024 | 1.99% | 0.88 CHF | 0.89 CHF | 87,300 | 87,300 | 39,103 | 39,103 | 35,141 CHF | 35,733 CHF | 99.99% | 99.99% |
08/05/2024 | 1.89% | 0.83 CHF | 0.84 CHF | 94,500 | 94,500 | 41,883 | 41,883 | 34,269 CHF | 34,816 CHF | 99.07% | 99.07% |
07/05/2024 | 1.95% | 0.87 CHF | 0.88 CHF | 90,800 | 90,800 | 40,647 | 40,647 | 35,061 CHF | 35,646 CHF | 99.71% | 99.71% |
06/05/2024 | 1.90% | 0.84 CHF | 0.85 CHF | 96,200 | 96,200 | 43,534 | 43,534 | 35,594 CHF | 36,160 CHF | 100.00% | 100.00% |
03/05/2024 | 1.97% | 0.81 CHF | 0.82 CHF | 100,200 | 100,200 | 44,860 | 44,860 | 35,437 CHF | 36,019 CHF | 99.97% | 99.97% |
02/05/2024 | 1.93% | 0.77 CHF | 0.78 CHF | 101,100 | 101,100 | 44,740 | 44,740 | 35,199 CHF | 35,780 CHF | 100.00% | 100.00% |