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 | 2.65% | 0.77 CHF | 0.79 CHF | 95,000 | 95,000 | 94,442 | 94,442 | 70,557 CHF | 72,447 CHF | 100.00% | 100.00% |
15/05/2024 | 2.53% | 0.72 CHF | 0.74 CHF | 94,000 | 94,000 | 94,926 | 94,926 | 74,777 CHF | 76,680 CHF | 100.00% | 100.00% |
14/05/2024 | 2.09% | 0.99 CHF | 1.01 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 93,335 CHF | 95,301 CHF | 100.00% | 100.00% |
13/05/2024 | 2.30% | 0.88 CHF | 0.90 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 82,918 CHF | 84,850 CHF | 99.88% | 99.88% |
10/05/2024 | 2.52% | 0.81 CHF | 0.83 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 73,861 CHF | 75,747 CHF | 100.00% | 100.00% |
08/05/2024 | 2.43% | 0.84 CHF | 0.86 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 77,344 CHF | 79,244 CHF | 98.93% | 98.93% |
07/05/2024 | 2.25% | 0.86 CHF | 0.88 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 84,488 CHF | 86,409 CHF | 99.74% | 99.74% |
06/05/2024 | 2.26% | 0.91 CHF | 0.93 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 84,137 CHF | 86,058 CHF | 100.00% | 100.00% |
03/05/2024 | 2.25% | 0.87 CHF | 0.89 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 84,254 CHF | 86,173 CHF | 99.97% | 99.97% |
02/05/2024 | 2.18% | 0.95 CHF | 0.97 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 87,435 CHF | 89,366 CHF | 98.56% | 98.56% |