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 | 0.97% | 1.03 CHF | 1.04 CHF | 41,000 | 41,000 | 40,616 | 40,616 | 42,142 CHF | 42,548 CHF | 99.99% | 100.00% |
15/05/2024 | 1.06% | 1.03 CHF | 1.04 CHF | 41,000 | 41,000 | 40,617 | 40,617 | 38,707 CHF | 39,113 CHF | 100.00% | 100.00% |
14/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 41,000 | 41,000 | 40,719 | 40,719 | 40,394 CHF | 40,802 CHF | 98.96% | 98.96% |
13/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 41,000 | 41,000 | 40,590 | 40,590 | 40,344 CHF | 40,751 CHF | 100.00% | 100.00% |
10/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 41,000 | 41,000 | 40,655 | 40,655 | 39,473 CHF | 39,880 CHF | 87.21% | 93.33% |
08/05/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 41,000 | 41,000 | 41,366 | 41,366 | 33,686 CHF | 34,100 CHF | 99.45% | 99.45% |
07/05/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 42,000 | 42,000 | 41,572 | 41,572 | 26,985 CHF | 27,401 CHF | 99.49% | 99.49% |
06/05/2024 | 1.38% | 0.64 CHF | 0.65 CHF | 42,000 | 42,000 | 41,519 | 41,519 | 30,350 CHF | 30,766 CHF | 97.56% | 97.56% |
03/05/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 42,000 | 42,000 | 41,829 | 41,829 | 29,539 CHF | 29,958 CHF | 96.09% | 96.09% |
02/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 42,000 | 42,000 | 41,867 | 41,867 | 28,540 CHF | 28,959 CHF | 98.73% | 98.73% |