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 | 0.51% | 1.98 CHF | 1.99 CHF | 41,000 | 41,000 | 40,613 | 40,613 | 80,512 CHF | 80,918 CHF | 100.00% | 100.00% |
15/05/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 41,000 | 41,000 | 40,616 | 40,616 | 77,065 CHF | 77,472 CHF | 100.00% | 100.00% |
14/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 41,000 | 41,000 | 40,745 | 40,745 | 78,874 CHF | 79,282 CHF | 98.94% | 98.94% |
13/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 41,000 | 41,000 | 40,598 | 40,598 | 78,692 CHF | 79,099 CHF | 100.00% | 100.00% |
10/05/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 41,000 | 41,000 | 40,625 | 40,625 | 77,785 CHF | 78,191 CHF | 87.24% | 93.38% |
08/05/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 41,000 | 41,000 | 41,384 | 41,384 | 72,733 CHF | 73,147 CHF | 99.45% | 99.45% |
07/05/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 42,000 | 42,000 | 41,582 | 41,582 | 66,223 CHF | 66,639 CHF | 99.52% | 99.52% |
06/05/2024 | 0.60% | 1.58 CHF | 1.59 CHF | 42,000 | 42,000 | 41,533 | 41,533 | 69,522 CHF | 69,938 CHF | 97.73% | 97.73% |
03/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 42,000 | 42,000 | 41,938 | 41,938 | 69,077 CHF | 69,497 CHF | 96.45% | 96.45% |
02/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 42,000 | 42,000 | 41,860 | 41,860 | 68,012 CHF | 68,430 CHF | 99.33% | 99.33% |