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 | 1.50% | 0.65 CHF | 0.66 CHF | 101,000 | 101,000 | 100,718 | 100,718 | 66,728 CHF | 67,737 CHF | 100.00% | 100.00% |
15/05/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 101,000 | 101,000 | 102,143 | 102,143 | 71,887 CHF | 72,910 CHF | 100.00% | 100.00% |
14/05/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 106,317 | 106,317 | 86,505 CHF | 87,568 CHF | 100.00% | 100.00% |
13/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 112,000 | 112,000 | 111,529 | 111,529 | 105,123 CHF | 106,239 CHF | 100.00% | 100.00% |
10/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 105,072 CHF | 106,186 CHF | 100.00% | 100.00% |
08/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 108,040 CHF | 109,162 CHF | 99.06% | 99.06% |
07/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 112,000 | 112,000 | 113,160 | 113,160 | 111,560 CHF | 112,692 CHF | 99.60% | 99.60% |
06/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 114,000 | 114,000 | 114,798 | 114,798 | 117,012 CHF | 118,160 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 114,000 | 114,000 | 113,848 | 113,848 | 113,877 CHF | 115,015 CHF | 99.99% | 99.99% |
02/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 116,000 | 116,000 | 116,185 | 116,185 | 122,304 CHF | 123,466 CHF | 100.00% | 100.00% |