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 | 3.28% | 0.59 CHF | 0.60 CHF | 26,000 | 26,000 | 17,401 | 17,401 | 10,090 CHF | 10,398 CHF | 100.00% | 100.00% |
15/05/2024 | 3.23% | 0.58 CHF | 0.59 CHF | 26,000 | 26,000 | 17,398 | 17,398 | 10,115 CHF | 10,423 CHF | 100.00% | 100.00% |
14/05/2024 | 3.32% | 0.57 CHF | 0.58 CHF | 26,000 | 26,000 | 17,359 | 17,359 | 9,910 CHF | 10,217 CHF | 99.75% | 99.75% |
13/05/2024 | 3.05% | 0.63 CHF | 0.64 CHF | 26,000 | 26,000 | 17,399 | 17,399 | 10,876 CHF | 11,184 CHF | 100.00% | 100.00% |
10/05/2024 | 3.24% | 0.65 CHF | 0.66 CHF | 26,000 | 26,000 | 17,167 | 17,167 | 10,142 CHF | 10,451 CHF | 97.56% | 97.56% |
08/05/2024 | 2.79% | 0.59 CHF | 0.60 CHF | 26,000 | 26,000 | 17,396 | 17,396 | 11,550 CHF | 11,858 CHF | 100.00% | 100.00% |
07/05/2024 | 2.51% | 0.69 CHF | 0.70 CHF | 26,000 | 26,000 | 17,992 | 17,992 | 13,581 CHF | 13,900 CHF | 100.00% | 100.00% |
06/05/2024 | 2.14% | 0.81 CHF | 0.82 CHF | 27,000 | 27,000 | 18,071 | 18,071 | 15,902 CHF | 16,221 CHF | 98.65% | 98.65% |
03/05/2024 | 1.87% | 0.96 CHF | 0.97 CHF | 28,000 | 28,000 | 18,627 | 18,627 | 18,825 CHF | 19,159 CHF | 96.77% | 96.77% |
02/05/2024 | 1.69% | 1.07 CHF | 1.08 CHF | 28,000 | 28,000 | 18,916 | 18,916 | 21,324 CHF | 21,659 CHF | 99.80% | 99.80% |