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 | 1.07% | 1.83 CHF | 1.85 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 33,404 CHF | 33,761 CHF | 100.00% | 100.00% |
15/05/2024 | 1.06% | 1.89 CHF | 1.91 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 33,782 CHF | 34,139 CHF | 100.00% | 100.00% |
14/05/2024 | 0.99% | 1.90 CHF | 1.92 CHF | 18,000 | 18,000 | 17,917 | 17,917 | 36,223 CHF | 36,582 CHF | 98.67% | 98.67% |
13/05/2024 | 0.89% | 2.17 CHF | 2.19 CHF | 18,000 | 18,000 | 18,657 | 18,657 | 42,310 CHF | 42,683 CHF | 99.84% | 99.84% |
10/05/2024 | 0.89% | 2.27 CHF | 2.29 CHF | 19,000 | 19,000 | 18,440 | 18,440 | 41,600 CHF | 41,969 CHF | 99.06% | 99.06% |
08/05/2024 | 0.88% | 2.30 CHF | 2.32 CHF | 19,000 | 19,000 | 18,570 | 18,570 | 42,040 CHF | 42,411 CHF | 99.52% | 99.52% |
07/05/2024 | 0.85% | 2.30 CHF | 2.32 CHF | 19,000 | 19,000 | 18,795 | 18,795 | 44,587 CHF | 44,963 CHF | 99.67% | 99.67% |
06/05/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 19,000 | 19,000 | 18,776 | 18,776 | 45,530 CHF | 45,906 CHF | 98.18% | 98.18% |
03/05/2024 | 0.78% | 2.58 CHF | 2.60 CHF | 19,000 | 19,000 | 18,921 | 18,921 | 48,737 CHF | 49,115 CHF | 97.40% | 97.40% |
02/05/2024 | 0.77% | 2.52 CHF | 2.54 CHF | 19,000 | 19,000 | 18,997 | 18,997 | 49,411 CHF | 49,791 CHF | 98.86% | 98.86% |