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 | 0.78% | 2.54 CHF | 2.56 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 46,122 CHF | 46,479 CHF | 100.00% | 100.00% |
15/05/2024 | 0.77% | 2.61 CHF | 2.63 CHF | 18,000 | 18,000 | 17,830 | 17,830 | 46,502 CHF | 46,859 CHF | 100.00% | 100.00% |
14/05/2024 | 0.73% | 2.61 CHF | 2.63 CHF | 18,000 | 18,000 | 17,917 | 17,917 | 49,008 CHF | 49,367 CHF | 98.72% | 98.72% |
13/05/2024 | 0.68% | 2.88 CHF | 2.90 CHF | 18,000 | 18,000 | 18,652 | 18,652 | 55,618 CHF | 55,992 CHF | 99.84% | 99.84% |
10/05/2024 | 0.68% | 2.98 CHF | 3.00 CHF | 19,000 | 19,000 | 18,406 | 18,406 | 54,652 CHF | 55,020 CHF | 99.53% | 99.53% |
08/05/2024 | 0.67% | 3.01 CHF | 3.03 CHF | 19,000 | 19,000 | 18,609 | 18,609 | 55,400 CHF | 55,773 CHF | 99.49% | 99.49% |
07/05/2024 | 0.65% | 3.02 CHF | 3.04 CHF | 19,000 | 19,000 | 18,794 | 18,794 | 58,006 CHF | 58,382 CHF | 99.80% | 99.80% |
06/05/2024 | 0.64% | 3.10 CHF | 3.12 CHF | 19,000 | 19,000 | 18,800 | 18,800 | 59,009 CHF | 59,386 CHF | 98.60% | 98.60% |
03/05/2024 | 0.61% | 3.30 CHF | 3.32 CHF | 19,000 | 19,000 | 18,910 | 18,910 | 62,213 CHF | 62,591 CHF | 97.69% | 97.69% |
02/05/2024 | 0.61% | 3.23 CHF | 3.25 CHF | 19,000 | 19,000 | 18,976 | 18,976 | 62,906 CHF | 63,286 CHF | 99.11% | 99.11% |