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 | 0.75% | 1.34 CHF | 1.35 CHF | 41,000 | 41,000 | 40,613 | 40,613 | 54,594 CHF | 55,001 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 1.34 CHF | 1.35 CHF | 41,000 | 41,000 | 40,616 | 40,616 | 51,178 CHF | 51,585 CHF | 100.00% | 100.00% |
14/05/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 41,000 | 41,000 | 40,747 | 40,747 | 52,889 CHF | 53,297 CHF | 98.94% | 98.94% |
13/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 41,000 | 41,000 | 40,582 | 40,582 | 52,812 CHF | 53,219 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 41,000 | 41,000 | 40,634 | 40,634 | 51,889 CHF | 52,295 CHF | 87.17% | 93.33% |
08/05/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 41,000 | 41,000 | 41,374 | 41,374 | 46,369 CHF | 46,782 CHF | 99.51% | 99.51% |
07/05/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 42,000 | 42,000 | 41,580 | 41,580 | 39,688 CHF | 40,105 CHF | 99.52% | 99.52% |
06/05/2024 | 0.97% | 0.94 CHF | 0.95 CHF | 42,000 | 42,000 | 41,549 | 41,549 | 43,095 CHF | 43,511 CHF | 97.67% | 97.67% |
03/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 42,000 | 42,000 | 41,951 | 41,951 | 42,459 CHF | 42,879 CHF | 96.83% | 97.51% |
02/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 42,000 | 42,000 | 41,602 | 41,602 | 41,080 CHF | 41,496 CHF | 99.55% | 99.55% |