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 | 3.37% | 0.29 CHF | 0.30 CHF | 51,000 | 51,000 | 50,824 | 50,824 | 14,854 CHF | 15,363 CHF | 100.00% | 100.00% |
15/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 51,000 | 51,000 | 50,884 | 50,884 | 16,752 CHF | 17,262 CHF | 100.00% | 100.00% |
14/05/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 51,000 | 51,000 | 51,720 | 51,720 | 18,247 CHF | 18,764 CHF | 100.00% | 100.00% |
13/05/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 18,842 CHF | 19,362 CHF | 100.00% | 100.00% |
10/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 19,441 CHF | 19,961 CHF | 100.00% | 100.00% |
08/05/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 52,000 | 52,000 | 52,513 | 52,513 | 21,119 CHF | 21,644 CHF | 99.09% | 99.09% |
07/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 53,000 | 53,000 | 52,975 | 52,975 | 22,758 CHF | 23,288 CHF | 99.81% | 99.81% |
06/05/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 53,000 | 53,000 | 53,105 | 53,105 | 23,266 CHF | 23,797 CHF | 100.00% | 100.00% |
03/05/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 54,000 | 54,000 | 53,968 | 53,968 | 25,432 CHF | 25,972 CHF | 100.00% | 100.00% |
02/05/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 54,000 | 54,000 | 54,009 | 54,009 | 26,404 CHF | 26,944 CHF | 100.00% | 100.00% |