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 | 1.64% | 0.62 CHF | 0.63 CHF | 77,000 | 77,000 | 77,022 | 77,022 | 46,626 CHF | 47,397 CHF | 100.00% | 100.00% |
15/05/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 78,000 | 78,000 | 77,963 | 77,963 | 44,146 CHF | 44,927 CHF | 100.00% | 100.00% |
14/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 78,000 | 78,000 | 77,500 | 77,500 | 46,159 CHF | 46,934 CHF | 99.97% | 99.97% |
13/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 43,782 CHF | 44,565 CHF | 100.00% | 100.00% |
10/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 44,257 CHF | 45,017 CHF | 100.00% | 100.00% |
08/05/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 43,157 CHF | 43,927 CHF | 99.24% | 99.24% |
07/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 77,000 | 77,000 | 76,966 | 76,966 | 41,582 CHF | 42,352 CHF | 97.36% | 97.36% |
06/05/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 77,000 | 77,000 | 76,750 | 76,750 | 42,800 CHF | 43,567 CHF | 98.41% | 98.41% |
03/05/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 77,000 | 77,000 | 75,842 | 75,842 | 45,997 CHF | 46,755 CHF | 100.00% | 100.00% |
02/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 78,000 | 78,000 | 77,809 | 77,809 | 39,790 CHF | 40,568 CHF | 100.00% | 100.00% |