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 | 1.93% | 0.51 CHF | 0.52 CHF | 51,000 | 51,000 | 50,824 | 50,824 | 26,094 CHF | 26,603 CHF | 100.00% | 100.00% |
15/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 51,000 | 51,000 | 50,889 | 50,889 | 28,020 CHF | 28,530 CHF | 100.00% | 100.00% |
14/05/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 51,000 | 51,000 | 51,721 | 51,721 | 29,736 CHF | 30,253 CHF | 100.00% | 100.00% |
13/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 30,353 CHF | 30,873 CHF | 100.00% | 100.00% |
10/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 31,006 CHF | 31,526 CHF | 100.00% | 100.00% |
08/05/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 52,000 | 52,000 | 52,513 | 52,513 | 32,734 CHF | 33,260 CHF | 99.08% | 99.08% |
07/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 53,000 | 53,000 | 52,975 | 52,975 | 34,577 CHF | 35,107 CHF | 99.81% | 99.81% |
06/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 53,000 | 53,000 | 53,105 | 53,105 | 35,046 CHF | 35,577 CHF | 100.00% | 100.00% |
03/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 54,000 | 54,000 | 53,968 | 53,968 | 37,480 CHF | 38,020 CHF | 100.00% | 100.00% |
02/05/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 54,000 | 54,000 | 54,010 | 54,010 | 38,390 CHF | 38,930 CHF | 100.00% | 100.00% |