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 | 6.54% | 0.31 CHF | 0.33 CHF | 71,000 | 71,000 | 70,822 | 70,822 | 21,006 CHF | 22,424 CHF | 100.00% | 100.00% |
15/05/2024 | 5.55% | 0.30 CHF | 0.32 CHF | 71,000 | 71,000 | 71,293 | 71,293 | 25,306 CHF | 26,735 CHF | 99.75% | 99.75% |
14/05/2024 | 4.19% | 0.42 CHF | 0.44 CHF | 72,000 | 72,000 | 72,766 | 72,766 | 34,135 CHF | 35,590 CHF | 100.00% | 100.00% |
13/05/2024 | 4.37% | 0.48 CHF | 0.50 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 32,548 CHF | 34,000 CHF | 99.85% | 99.85% |
10/05/2024 | 4.38% | 0.46 CHF | 0.48 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 32,534 CHF | 33,986 CHF | 100.00% | 100.00% |
08/05/2024 | 4.25% | 0.47 CHF | 0.49 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 33,564 CHF | 35,019 CHF | 98.93% | 98.93% |
07/05/2024 | 3.69% | 0.52 CHF | 0.54 CHF | 74,000 | 74,000 | 73,676 | 73,676 | 39,356 CHF | 40,830 CHF | 99.75% | 99.75% |
06/05/2024 | 2.38% | 0.81 CHF | 0.83 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 64,703 CHF | 66,261 CHF | 100.00% | 100.00% |
03/05/2024 | 1.62% | 0.89 CHF | 0.91 CHF | 79,000 | 79,000 | 79,735 | 79,735 | 75,729 CHF | 76,942 CHF | 99.80% | 99.80% |
02/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 82,000 | 82,000 | 81,293 | 81,293 | 85,866 CHF | 86,679 CHF | 98.57% | 98.57% |