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 | 0.79% | 1.30 CHF | 1.31 CHF | 65,000 | 65,000 | 35,899 | 35,899 | 46,230 CHF | 46,590 CHF | 100.00% | 100.00% |
15/05/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 65,000 | 65,000 | 35,688 | 35,688 | 44,898 CHF | 45,258 CHF | 99.56% | 99.56% |
14/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 65,000 | 65,000 | 35,942 | 35,942 | 43,875 CHF | 44,235 CHF | 100.00% | 100.00% |
13/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 65,000 | 65,000 | 35,950 | 35,950 | 43,046 CHF | 43,406 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 65,000 | 65,000 | 35,542 | 35,542 | 44,855 CHF | 45,211 CHF | 100.00% | 100.00% |
08/05/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 65,000 | 65,000 | 35,642 | 35,642 | 41,827 CHF | 42,184 CHF | 98.63% | 98.63% |
07/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 65,000 | 65,000 | 36,067 | 36,067 | 41,491 CHF | 41,852 CHF | 98.42% | 98.42% |
06/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 41,828 CHF | 42,189 CHF | 100.00% | 100.00% |
03/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 35,633 | 35,633 | 40,252 CHF | 40,609 CHF | 99.95% | 99.95% |
02/05/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 65,000 | 65,000 | 24,159 | 24,159 | 26,982 CHF | 27,224 CHF | 100.00% | 100.00% |