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 | 2.27% | 0.43 CHF | 0.44 CHF | 86,000 | 86,000 | 85,579 | 85,579 | 37,399 CHF | 38,255 CHF | 100.00% | 100.00% |
15/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 86,000 | 86,000 | 85,470 | 85,470 | 39,593 CHF | 40,449 CHF | 100.00% | 100.00% |
14/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 86,000 | 86,000 | 85,629 | 85,629 | 40,530 CHF | 41,387 CHF | 99.98% | 99.98% |
13/05/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 86,000 | 86,000 | 85,767 | 85,767 | 37,519 CHF | 38,376 CHF | 100.00% | 100.00% |
10/05/2024 | 2.24% | 0.41 CHF | 0.42 CHF | 89,000 | 89,000 | 85,874 | 85,874 | 37,936 CHF | 38,795 CHF | 100.00% | 100.00% |
08/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 86,000 | 86,000 | 85,624 | 85,624 | 39,949 CHF | 40,805 CHF | 99.25% | 99.25% |
07/05/2024 | 2.34% | 0.37 CHF | 0.38 CHF | 86,000 | 86,000 | 83,366 | 83,366 | 35,411 CHF | 36,245 CHF | 98.94% | 98.94% |
06/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 86,000 | 86,000 | 85,642 | 85,642 | 34,494 CHF | 35,350 CHF | 99.09% | 99.09% |
03/05/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 34,410 CHF | 35,267 CHF | 99.97% | 99.97% |
02/05/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 33,062 CHF | 33,918 CHF | 100.00% | 100.00% |