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 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 60,000 | 80,000 | 36,515 | 54,893 CHF | 25,441 CHF | 99.61% | 99.61% |
15/05/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 80,000 | 60,000 | 75,029 | 36,542 | 53,757 CHF | 26,634 CHF | 99.18% | 99.18% |
14/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70,000 | 60,000 | 70,000 | 36,544 | 53,371 CHF | 28,189 CHF | 98.86% | 98.86% |
13/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 60,000 | 70,000 | 36,495 | 55,321 CHF | 29,035 CHF | 99.52% | 99.52% |
10/05/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 70,000 | 60,000 | 77,371 | 36,396 | 55,043 CHF | 26,500 CHF | 98.57% | 98.57% |
08/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70,000 | 60,000 | 69,867 | 36,291 | 56,969 CHF | 29,894 CHF | 98.47% | 98.47% |
07/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70,000 | 60,000 | 63,864 | 36,470 | 53,288 CHF | 30,737 CHF | 97.39% | 97.39% |
06/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 60,000 | 70,000 | 36,480 | 57,100 CHF | 30,103 CHF | 98.38% | 98.38% |
03/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 61,114 | 36,203 | 51,939 CHF | 31,249 CHF | 98.14% | 98.14% |
02/05/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 36,868 | 53,011 CHF | 32,887 CHF | 94.39% | 94.39% |