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 | 0.86% | 1.17 CHF | 1.18 CHF | 58,000 | 58,000 | 57,456 | 57,456 | 66,849 CHF | 67,424 CHF | 100.00% | 100.00% |
15/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 58,000 | 58,000 | 57,457 | 57,457 | 68,213 CHF | 68,789 CHF | 100.00% | 100.00% |
14/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 58,000 | 58,000 | 57,732 | 57,732 | 67,882 CHF | 68,460 CHF | 98.77% | 98.77% |
13/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 58,000 | 58,000 | 57,114 | 57,114 | 68,790 CHF | 69,361 CHF | 99.81% | 99.81% |
10/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 58,000 | 58,000 | 57,601 | 57,601 | 67,465 CHF | 68,042 CHF | 99.42% | 99.42% |
08/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 58,000 | 58,000 | 58,024 | 58,024 | 65,484 CHF | 66,065 CHF | 99.44% | 99.44% |
07/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 59,000 | 59,000 | 57,874 | 57,874 | 64,591 CHF | 65,171 CHF | 99.63% | 99.63% |
06/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 59,000 | 59,000 | 57,561 | 57,561 | 64,345 CHF | 64,921 CHF | 98.57% | 98.57% |
03/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 59,000 | 59,000 | 58,647 | 58,647 | 64,416 CHF | 65,003 CHF | 97.43% | 97.43% |
02/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 59,000 | 59,000 | 58,809 | 58,809 | 63,700 CHF | 64,288 CHF | 99.16% | 99.16% |