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 | 0.71% | 1.39 CHF | 1.40 CHF | 27,000 | 27,000 | 27,607 | 27,607 | 38,657 CHF | 38,934 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 28,000 | 28,000 | 27,939 | 27,939 | 40,003 CHF | 40,283 CHF | 100.00% | 100.00% |
14/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 28,000 | 28,000 | 27,998 | 27,998 | 41,634 CHF | 41,914 CHF | 99.98% | 99.98% |
13/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 42,813 CHF | 43,096 CHF | 100.00% | 100.00% |
10/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 46,938 CHF | 47,229 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 52,545 CHF | 52,847 CHF | 99.25% | 99.25% |
07/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 31,000 | 31,000 | 31,150 | 31,150 | 57,170 CHF | 57,482 CHF | 97.17% | 97.17% |
06/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 56,137 CHF | 56,447 CHF | 98.56% | 98.56% |
03/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 56,182 CHF | 56,492 CHF | 99.99% | 99.99% |
02/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 31,000 | 31,000 | 31,033 | 31,033 | 56,885 CHF | 57,196 CHF | 100.00% | 100.00% |