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 | 1.55% | 0.63 CHF | 0.64 CHF | 56,000 | 56,000 | 55,331 | 55,331 | 35,719 CHF | 36,273 CHF | 100.00% | 100.00% |
15/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 56,000 | 56,000 | 55,265 | 55,265 | 36,029 CHF | 36,582 CHF | 100.00% | 100.00% |
14/05/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 47,000 | 47,000 | 47,903 | 47,903 | 33,500 CHF | 33,979 CHF | 99.16% | 99.16% |
13/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 45,000 | 45,000 | 45,554 | 45,554 | 36,272 CHF | 36,728 CHF | 99.80% | 99.80% |
10/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 45,000 | 45,000 | 44,551 | 44,551 | 35,210 CHF | 35,656 CHF | 99.71% | 99.71% |
08/05/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 44,000 | 44,000 | 43,586 | 43,586 | 34,480 CHF | 34,917 CHF | 100.00% | 100.00% |
07/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 42,000 | 42,000 | 41,809 | 41,809 | 35,054 CHF | 35,473 CHF | 100.00% | 100.00% |
06/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 37,000 | 37,000 | 36,857 | 36,857 | 31,786 CHF | 32,155 CHF | 98.86% | 98.86% |
03/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 40,000 | 40,000 | 39,597 | 39,597 | 37,176 CHF | 37,572 CHF | 98.58% | 98.58% |
02/05/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 33,000 | 33,000 | 33,134 | 33,134 | 31,750 CHF | 32,082 CHF | 99.75% | 99.75% |