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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.82% | 0.67 CHF | 0.68 CHF | 26,000 | 26,000 | 17,398 | 17,398 | 11,639 CHF | 11,947 CHF | 100.00% | 100.00% |
14/05/2024 | 2.88% | 0.66 CHF | 0.67 CHF | 26,000 | 26,000 | 17,378 | 17,378 | 11,438 CHF | 11,746 CHF | 100.00% | 100.00% |
13/05/2024 | 2.68% | 0.71 CHF | 0.72 CHF | 26,000 | 26,000 | 17,399 | 17,399 | 12,387 CHF | 12,695 CHF | 100.00% | 100.00% |
10/05/2024 | 2.80% | 0.73 CHF | 0.74 CHF | 26,000 | 26,000 | 17,373 | 17,373 | 11,799 CHF | 12,106 CHF | 99.95% | 99.95% |
08/05/2024 | 2.48% | 0.67 CHF | 0.68 CHF | 26,000 | 26,000 | 17,396 | 17,396 | 13,075 CHF | 13,383 CHF | 100.00% | 100.00% |
07/05/2024 | 2.25% | 0.78 CHF | 0.79 CHF | 26,000 | 26,000 | 17,996 | 17,996 | 15,165 CHF | 15,484 CHF | 100.00% | 100.00% |
06/05/2024 | 1.95% | 0.90 CHF | 0.91 CHF | 27,000 | 27,000 | 18,074 | 18,074 | 17,491 CHF | 17,810 CHF | 98.64% | 98.64% |
03/05/2024 | 1.74% | 1.04 CHF | 1.05 CHF | 28,000 | 28,000 | 18,471 | 18,471 | 20,314 CHF | 20,647 CHF | 96.56% | 96.56% |
02/05/2024 | 1.57% | 1.16 CHF | 1.17 CHF | 28,000 | 28,000 | 18,866 | 18,866 | 22,916 CHF | 23,251 CHF | 99.69% | 99.69% |
30/04/2024 | 1.60% | 1.26 CHF | 1.27 CHF | 29,000 | 29,000 | 18,784 | 18,784 | 22,571 CHF | 22,904 CHF | 99.82% | 99.82% |