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 | 1.31% | 0.73 CHF | 0.74 CHF | 77,500 | 77,500 | 77,512 | 77,512 | 59,581 CHF | 60,357 CHF | 100.00% | 100.00% |
15/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 76,500 | 76,500 | 75,538 | 75,538 | 50,880 CHF | 51,636 CHF | 100.00% | 100.00% |
14/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 75,500 | 75,500 | 75,507 | 75,507 | 50,288 CHF | 51,044 CHF | 98.98% | 98.98% |
13/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 76,500 | 76,500 | 75,791 | 75,791 | 53,060 CHF | 53,819 CHF | 100.00% | 100.00% |
10/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 77,500 | 77,500 | 77,078 | 77,078 | 58,247 CHF | 59,019 CHF | 99.36% | 99.36% |
08/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 79,500 | 79,500 | 79,479 | 79,479 | 68,050 CHF | 68,845 CHF | 99.42% | 99.42% |
07/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 80,000 | 80,000 | 78,824 | 78,824 | 67,471 CHF | 68,260 CHF | 99.66% | 99.66% |
06/05/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 80,000 | 80,000 | 79,358 | 79,358 | 70,943 CHF | 71,737 CHF | 98.45% | 98.45% |
03/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 81,000 | 81,000 | 81,360 | 81,360 | 77,496 CHF | 78,309 CHF | 97.04% | 97.04% |
02/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 83,500 | 83,500 | 82,802 | 82,802 | 83,393 CHF | 84,222 CHF | 99.11% | 99.11% |