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 | 0.93% | 1.05 CHF | 1.06 CHF | 70,500 | 70,500 | 70,450 | 70,450 | 75,167 CHF | 75,872 CHF | 100.00% | 100.00% |
15/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 73,900 | 73,900 | 74,000 | 74,000 | 82,344 CHF | 83,086 CHF | 100.00% | 100.00% |
14/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 69,700 | 69,700 | 69,492 | 69,492 | 75,163 CHF | 75,858 CHF | 99.99% | 99.99% |
13/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 67,200 | 67,200 | 67,230 | 67,230 | 75,606 CHF | 76,279 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 66,500 | 66,500 | 65,973 | 65,973 | 76,107 CHF | 76,766 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 64,300 | 64,300 | 64,283 | 64,283 | 75,904 CHF | 76,546 CHF | 99.24% | 99.24% |
07/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 65,400 | 65,400 | 65,636 | 65,636 | 79,190 CHF | 79,846 CHF | 95.29% | 95.29% |
06/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 66,200 | 66,200 | 66,152 | 66,152 | 78,464 CHF | 79,126 CHF | 100.00% | 100.00% |
03/05/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 62,200 | 62,200 | 61,442 | 61,442 | 69,054 CHF | 69,669 CHF | 99.94% | 99.94% |
02/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 62,800 | 62,800 | 62,748 | 62,748 | 78,322 CHF | 78,949 CHF | 99.98% | 99.98% |