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 | 2.60% | 0.39 CHF | 0.40 CHF | 77,000 | 77,000 | 77,022 | 77,022 | 29,328 CHF | 30,099 CHF | 100.00% | 100.00% |
15/05/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 78,000 | 78,000 | 77,959 | 77,959 | 26,543 CHF | 27,324 CHF | 100.00% | 100.00% |
14/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 78,000 | 78,000 | 77,500 | 77,500 | 28,707 CHF | 29,482 CHF | 100.00% | 100.00% |
13/05/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 26,177 CHF | 26,960 CHF | 100.00% | 100.00% |
10/05/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 27,167 CHF | 27,928 CHF | 100.00% | 100.00% |
08/05/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 25,843 CHF | 26,612 CHF | 99.24% | 99.24% |
07/05/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 77,000 | 77,000 | 76,967 | 76,967 | 24,322 CHF | 25,092 CHF | 97.36% | 97.36% |
06/05/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 77,000 | 77,000 | 76,750 | 76,750 | 25,543 CHF | 26,310 CHF | 98.44% | 98.44% |
03/05/2024 | 2.59% | 0.34 CHF | 0.35 CHF | 77,000 | 77,000 | 75,842 | 75,842 | 28,947 CHF | 29,705 CHF | 99.97% | 99.97% |
02/05/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 78,000 | 78,000 | 77,809 | 77,809 | 22,299 CHF | 23,077 CHF | 99.99% | 99.99% |