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 | 1.28% | 0.79 CHF | 0.80 CHF | 51,000 | 51,000 | 50,830 | 50,830 | 39,631 CHF | 40,140 CHF | 100.00% | 100.00% |
15/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 51,000 | 51,000 | 50,901 | 50,901 | 37,847 CHF | 38,357 CHF | 100.00% | 100.00% |
14/05/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 51,000 | 51,000 | 51,721 | 51,721 | 37,191 CHF | 37,708 CHF | 100.00% | 100.00% |
13/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 36,903 CHF | 37,423 CHF | 100.00% | 100.00% |
10/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 36,418 CHF | 36,938 CHF | 100.00% | 100.00% |
08/05/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 52,000 | 52,000 | 52,513 | 52,513 | 35,347 CHF | 35,872 CHF | 99.09% | 99.09% |
07/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 53,000 | 53,000 | 52,975 | 52,975 | 34,159 CHF | 34,689 CHF | 99.94% | 99.94% |
06/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 53,000 | 53,000 | 53,105 | 53,105 | 33,873 CHF | 34,404 CHF | 100.00% | 100.00% |
03/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 54,000 | 54,000 | 53,968 | 53,968 | 32,640 CHF | 33,180 CHF | 100.00% | 100.00% |
02/05/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 54,000 | 54,000 | 54,009 | 54,009 | 31,842 CHF | 32,382 CHF | 100.00% | 100.00% |