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 | 0.76% | 1.30 CHF | 1.31 CHF | 51,000 | 51,000 | 50,960 | 50,960 | 66,567 CHF | 67,077 CHF | 100.00% | 100.00% |
15/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 51,000 | 51,000 | 50,918 | 50,918 | 65,638 CHF | 66,148 CHF | 100.00% | 100.00% |
14/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 51,000 | 51,000 | 51,578 | 51,578 | 66,017 CHF | 66,533 CHF | 99.99% | 99.99% |
13/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 51,000 | 51,000 | 51,007 | 51,007 | 66,973 CHF | 67,483 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 52,000 | 52,000 | 51,384 | 51,384 | 66,651 CHF | 67,165 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 52,000 | 52,000 | 51,991 | 51,991 | 65,710 CHF | 66,230 CHF | 99.25% | 99.25% |
07/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 52,000 | 52,000 | 52,559 | 52,559 | 62,383 CHF | 62,909 CHF | 98.96% | 98.96% |
06/05/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 53,000 | 53,000 | 52,664 | 52,664 | 62,284 CHF | 62,811 CHF | 99.11% | 99.11% |
03/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 54,000 | 54,000 | 53,588 | 53,588 | 58,714 CHF | 59,250 CHF | 99.98% | 99.98% |
02/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 56,625 CHF | 57,145 CHF | 100.00% | 100.00% |