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 | 0.99% | 1.02 CHF | 1.03 CHF | 51,000 | 51,000 | 50,830 | 50,830 | 51,348 CHF | 51,857 CHF | 100.00% | 100.00% |
15/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 51,000 | 51,000 | 50,901 | 50,901 | 49,652 CHF | 50,162 CHF | 100.00% | 100.00% |
14/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 51,000 | 51,000 | 51,720 | 51,720 | 49,096 CHF | 49,613 CHF | 100.00% | 100.00% |
13/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 48,878 CHF | 49,398 CHF | 100.00% | 100.00% |
10/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 48,385 CHF | 48,905 CHF | 100.00% | 100.00% |
08/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 52,000 | 52,000 | 52,513 | 52,513 | 47,448 CHF | 47,973 CHF | 99.09% | 99.09% |
07/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 53,000 | 53,000 | 52,976 | 52,976 | 46,358 CHF | 46,888 CHF | 99.94% | 99.94% |
06/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 53,000 | 53,000 | 53,105 | 53,105 | 46,114 CHF | 46,645 CHF | 100.00% | 100.00% |
03/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 54,000 | 54,000 | 53,968 | 53,968 | 45,067 CHF | 45,607 CHF | 100.00% | 100.00% |
02/05/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 54,000 | 54,000 | 54,010 | 54,010 | 44,264 CHF | 44,804 CHF | 100.00% | 100.00% |