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 | 3.83% | 0.27 CHF | 0.28 CHF | 77,000 | 77,000 | 77,022 | 77,022 | 19,787 CHF | 20,558 CHF | 100.00% | 100.00% |
15/05/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 78,000 | 78,000 | 77,962 | 77,962 | 16,979 CHF | 17,760 CHF | 100.00% | 100.00% |
14/05/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 78,000 | 78,000 | 77,499 | 77,499 | 19,172 CHF | 19,947 CHF | 99.99% | 99.99% |
13/05/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 16,531 CHF | 17,314 CHF | 100.00% | 100.00% |
10/05/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 17,812 CHF | 18,573 CHF | 100.00% | 100.00% |
08/05/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 16,374 CHF | 17,144 CHF | 99.25% | 99.25% |
07/05/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 77,000 | 77,000 | 76,966 | 76,966 | 14,882 CHF | 15,652 CHF | 97.36% | 97.36% |
06/05/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 77,000 | 77,000 | 76,749 | 76,749 | 16,106 CHF | 16,873 CHF | 98.54% | 98.54% |
03/05/2024 | 3.81% | 0.22 CHF | 0.23 CHF | 77,000 | 77,000 | 75,843 | 75,843 | 19,646 CHF | 20,405 CHF | 99.98% | 99.98% |
02/05/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 78,000 | 78,000 | 77,808 | 77,808 | 13,138 CHF | 13,916 CHF | 99.99% | 99.99% |