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 | 2.91% | 0.69 CHF | 0.71 CHF | 71,000 | 71,000 | 70,823 | 70,823 | 47,987 CHF | 49,404 CHF | 100.00% | 100.00% |
15/05/2024 | 2.70% | 0.68 CHF | 0.70 CHF | 71,000 | 71,000 | 71,293 | 71,293 | 52,455 CHF | 53,884 CHF | 99.75% | 99.75% |
14/05/2024 | 2.33% | 0.80 CHF | 0.82 CHF | 72,000 | 72,000 | 72,767 | 72,767 | 61,837 CHF | 63,293 CHF | 99.99% | 99.99% |
13/05/2024 | 2.38% | 0.86 CHF | 0.88 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 60,184 CHF | 61,636 CHF | 99.86% | 99.86% |
10/05/2024 | 2.39% | 0.84 CHF | 0.86 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 60,170 CHF | 61,622 CHF | 100.00% | 100.00% |
08/05/2024 | 2.35% | 0.85 CHF | 0.87 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 61,292 CHF | 62,746 CHF | 98.93% | 98.93% |
07/05/2024 | 2.17% | 0.91 CHF | 0.93 CHF | 74,000 | 74,000 | 73,676 | 73,676 | 67,418 CHF | 68,892 CHF | 99.76% | 99.76% |
06/05/2024 | 1.64% | 1.19 CHF | 1.21 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 94,388 CHF | 95,947 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 1.27 CHF | 1.29 CHF | 79,000 | 79,000 | 79,736 | 79,736 | 106,094 CHF | 107,307 CHF | 99.79% | 99.79% |
02/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 116,855 CHF | 117,668 CHF | 98.58% | 98.58% |