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 | 1.34% | 0.75 CHF | 0.76 CHF | 77,000 | 77,000 | 77,022 | 77,022 | 57,190 CHF | 57,961 CHF | 100.00% | 100.00% |
15/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 78,000 | 78,000 | 77,965 | 77,965 | 54,702 CHF | 55,484 CHF | 100.00% | 100.00% |
14/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 78,000 | 78,000 | 77,499 | 77,499 | 56,680 CHF | 57,455 CHF | 100.00% | 100.00% |
13/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 54,439 CHF | 55,222 CHF | 100.00% | 100.00% |
10/05/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 54,588 CHF | 55,348 CHF | 100.00% | 100.00% |
08/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 53,612 CHF | 54,381 CHF | 99.25% | 99.25% |
07/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 77,000 | 77,000 | 76,967 | 76,967 | 52,079 CHF | 52,849 CHF | 97.36% | 97.36% |
06/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 77,000 | 77,000 | 76,749 | 76,749 | 53,221 CHF | 53,989 CHF | 98.54% | 98.54% |
03/05/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 77,000 | 77,000 | 75,843 | 75,843 | 56,447 CHF | 57,205 CHF | 100.00% | 100.00% |
02/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 78,000 | 78,000 | 77,808 | 77,808 | 51,122 CHF | 51,900 CHF | 99.99% | 99.99% |