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 | 1.95% | 0.52 CHF | 0.53 CHF | 77,000 | 77,000 | 77,022 | 77,022 | 39,186 CHF | 39,957 CHF | 100.00% | 100.00% |
15/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 78,000 | 78,000 | 77,959 | 77,959 | 36,601 CHF | 37,383 CHF | 100.00% | 100.00% |
14/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 78,000 | 78,000 | 77,500 | 77,500 | 38,672 CHF | 39,447 CHF | 99.99% | 99.99% |
13/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 36,275 CHF | 37,058 CHF | 100.00% | 100.00% |
10/05/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 36,974 CHF | 37,735 CHF | 100.00% | 100.00% |
08/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 35,729 CHF | 36,499 CHF | 99.25% | 99.25% |
07/05/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 77,000 | 77,000 | 76,970 | 76,970 | 34,216 CHF | 34,986 CHF | 97.36% | 97.36% |
06/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 77,000 | 77,000 | 76,749 | 76,749 | 35,431 CHF | 36,199 CHF | 98.51% | 98.51% |
03/05/2024 | 1.94% | 0.47 CHF | 0.48 CHF | 77,000 | 77,000 | 75,843 | 75,843 | 38,845 CHF | 39,603 CHF | 100.00% | 100.00% |
02/05/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 78,000 | 78,000 | 77,809 | 77,809 | 33,025 CHF | 33,804 CHF | 99.99% | 99.99% |