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 | 1.32% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 35,895 | 35,895 | 27,581 CHF | 27,941 CHF | 100.00% | 100.00% |
15/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 35,677 | 35,677 | 28,561 CHF | 28,921 CHF | 99.56% | 99.56% |
14/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,932 | 35,932 | 30,313 CHF | 30,673 CHF | 100.00% | 100.00% |
13/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 31,080 CHF | 31,441 CHF | 100.00% | 100.00% |
10/05/2024 | 1.28% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,543 | 35,543 | 28,452 CHF | 28,808 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 65,000 | 65,000 | 35,665 | 35,665 | 31,905 CHF | 32,263 CHF | 97.88% | 97.88% |
07/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 36,065 | 36,065 | 32,960 CHF | 33,322 CHF | 98.36% | 98.36% |
06/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 32,233 CHF | 32,593 CHF | 100.00% | 100.00% |
03/05/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 65,000 | 65,000 | 35,634 | 35,634 | 33,252 CHF | 33,609 CHF | 99.96% | 99.96% |
02/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 65,000 | 65,000 | 24,159 | 24,159 | 23,208 CHF | 23,450 CHF | 100.00% | 100.00% |