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 | 1.26% | 0.82 CHF | 0.83 CHF | 65,000 | 65,000 | 35,899 | 35,899 | 28,911 CHF | 29,271 CHF | 100.00% | 100.00% |
15/05/2024 | 1.32% | 0.82 CHF | 0.83 CHF | 65,000 | 65,000 | 35,687 | 35,687 | 27,723 CHF | 28,083 CHF | 99.56% | 99.56% |
14/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 65,000 | 65,000 | 35,944 | 35,944 | 26,546 CHF | 26,906 CHF | 100.00% | 100.00% |
13/05/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 35,950 | 35,950 | 25,672 CHF | 26,032 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 65,000 | 65,000 | 35,542 | 35,542 | 27,754 CHF | 28,110 CHF | 100.00% | 100.00% |
08/05/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 65,000 | 65,000 | 35,665 | 35,665 | 24,624 CHF | 24,982 CHF | 97.89% | 97.89% |
07/05/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 65,000 | 65,000 | 36,067 | 36,067 | 24,101 CHF | 24,463 CHF | 98.42% | 98.42% |
06/05/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 24,583 CHF | 24,943 CHF | 100.00% | 100.00% |
03/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 65,000 | 65,000 | 35,635 | 35,635 | 23,091 CHF | 23,448 CHF | 99.96% | 99.96% |
02/05/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 65,000 | 65,000 | 24,158 | 24,158 | 15,301 CHF | 15,543 CHF | 100.00% | 100.00% |