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 | 1.73% | 1.11 CHF | 1.13 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 20,642 CHF | 20,999 CHF | 100.00% | 100.00% |
15/05/2024 | 1.70% | 1.18 CHF | 1.20 CHF | 18,000 | 18,000 | 17,830 | 17,830 | 21,022 CHF | 21,379 CHF | 100.00% | 100.00% |
14/05/2024 | 1.53% | 1.18 CHF | 1.20 CHF | 18,000 | 18,000 | 17,917 | 17,917 | 23,400 CHF | 23,759 CHF | 98.83% | 98.83% |
13/05/2024 | 1.29% | 1.46 CHF | 1.48 CHF | 18,000 | 18,000 | 18,653 | 18,653 | 28,969 CHF | 29,342 CHF | 99.84% | 99.84% |
10/05/2024 | 1.30% | 1.55 CHF | 1.57 CHF | 19,000 | 19,000 | 18,387 | 18,387 | 28,319 CHF | 28,687 CHF | 99.34% | 99.34% |
08/05/2024 | - | 1.57 CHF | - CHF | 950 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | 1.22% | 1.59 CHF | 1.61 CHF | 19,000 | 19,000 | 18,794 | 18,794 | 31,131 CHF | 31,507 CHF | 99.80% | 99.80% |
06/05/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 19,000 | 19,000 | 18,790 | 18,790 | 32,108 CHF | 32,484 CHF | 98.65% | 98.65% |
03/05/2024 | 1.08% | 1.87 CHF | 1.89 CHF | 19,000 | 19,000 | 18,805 | 18,805 | 34,945 CHF | 35,321 CHF | 97.37% | 97.37% |
02/05/2024 | 1.06% | 1.80 CHF | 1.82 CHF | 19,000 | 19,000 | 18,977 | 18,977 | 35,751 CHF | 36,131 CHF | 99.11% | 99.11% |