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 | 1.23% | 0.81 CHF | 0.82 CHF | 54,000 | 54,000 | 55,211 | 55,211 | 44,791 CHF | 45,344 CHF | 100.00% | 100.00% |
15/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 56,000 | 56,000 | 55,878 | 55,878 | 46,194 CHF | 46,754 CHF | 100.00% | 100.00% |
14/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 56,000 | 56,000 | 55,995 | 55,995 | 47,914 CHF | 48,474 CHF | 100.00% | 100.00% |
13/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 56,000 | 56,000 | 56,622 | 56,622 | 49,125 CHF | 49,691 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 58,000 | 58,000 | 58,202 | 58,202 | 53,484 CHF | 54,066 CHF | 100.00% | 100.00% |
08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,499 | 60,499 | 59,367 CHF | 59,972 CHF | 99.25% | 99.25% |
07/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 62,000 | 62,000 | 62,300 | 62,300 | 64,200 CHF | 64,823 CHF | 97.17% | 97.17% |
06/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 63,110 CHF | 63,730 CHF | 98.38% | 98.38% |
03/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 63,214 CHF | 63,834 CHF | 100.00% | 100.00% |
02/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 62,000 | 62,000 | 62,064 | 62,064 | 63,917 CHF | 64,538 CHF | 99.99% | 99.99% |