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 | 1.18% | 0.86 CHF | 0.87 CHF | 77,000 | 77,000 | 77,021 | 77,021 | 65,042 CHF | 65,813 CHF | 100.00% | 100.00% |
15/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 78,000 | 78,000 | 77,963 | 77,963 | 62,760 CHF | 63,541 CHF | 100.00% | 100.00% |
14/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 78,000 | 78,000 | 77,499 | 77,499 | 64,685 CHF | 65,460 CHF | 99.98% | 99.98% |
13/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 62,493 CHF | 63,276 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 62,412 CHF | 63,172 CHF | 100.00% | 100.00% |
08/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 61,549 CHF | 62,319 CHF | 99.24% | 99.24% |
07/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 77,000 | 77,000 | 76,970 | 76,970 | 59,961 CHF | 60,731 CHF | 97.36% | 97.36% |
06/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 77,000 | 77,000 | 76,750 | 76,750 | 61,118 CHF | 61,885 CHF | 98.39% | 98.39% |
03/05/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 77,000 | 77,000 | 75,843 | 75,843 | 64,098 CHF | 64,856 CHF | 99.99% | 99.99% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 78,000 | 78,000 | 77,809 | 77,809 | 58,352 CHF | 59,130 CHF | 100.00% | 100.00% |