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 | 1.09% | 2.70 CHF | 2.73 CHF | 22,300 | 22,300 | 22,282 | 22,282 | 61,330 CHF | 61,999 CHF | 100.00% | 100.00% |
15/05/2024 | 1.07% | 2.90 CHF | 2.93 CHF | 24,300 | 24,300 | 24,238 | 24,238 | 68,275 CHF | 69,004 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 2.66 CHF | 2.68 CHF | 25,500 | 25,500 | 25,521 | 25,521 | 64,273 CHF | 64,784 CHF | 100.00% | 100.00% |
13/05/2024 | 0.78% | 2.50 CHF | 2.52 CHF | 26,600 | 26,600 | 26,600 | 26,600 | 67,686 CHF | 68,218 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 2.34 CHF | 2.36 CHF | 32,600 | 32,600 | 32,600 | 32,600 | 72,254 CHF | 72,906 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 2.05 CHF | 2.07 CHF | 28,600 | 28,600 | 28,600 | 28,600 | 60,626 CHF | 61,198 CHF | 99.09% | 99.09% |
07/05/2024 | 0.80% | 2.44 CHF | 2.46 CHF | 42,700 | 42,700 | 41,373 | 41,373 | 103,087 CHF | 103,914 CHF | 99.52% | 99.52% |
06/05/2024 | 1.36% | 1.52 CHF | 1.54 CHF | 48,800 | 48,800 | 48,800 | 48,800 | 71,099 CHF | 72,075 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 53,000 | 53,000 | 53,024 | 53,024 | 69,914 CHF | 70,444 CHF | 99.97% | 99.97% |
02/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 55,900 | 55,900 | 55,549 | 55,549 | 70,272 CHF | 70,827 CHF | 99.99% | 99.99% |