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 | 1.03% | 1.00 CHF | 1.01 CHF | 46,000 | 46,000 | 45,569 | 45,569 | 44,295 CHF | 44,752 CHF | 100.00% | 100.00% |
15/05/2024 | 0.99% | 0.94 CHF | 0.95 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 46,618 CHF | 47,078 CHF | 100.00% | 100.00% |
14/05/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 48,000 | 48,000 | 47,362 | 47,362 | 55,756 CHF | 56,230 CHF | 99.11% | 99.11% |
13/05/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 47,000 | 47,000 | 46,473 | 46,473 | 50,468 CHF | 50,933 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 46,000 | 46,000 | 45,571 | 45,571 | 46,064 CHF | 46,520 CHF | 93.40% | 99.55% |
08/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 46,000 | 46,000 | 45,874 | 45,874 | 47,779 CHF | 48,238 CHF | 99.53% | 99.53% |
07/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 46,000 | 46,000 | 45,861 | 45,861 | 50,821 CHF | 51,280 CHF | 99.79% | 99.79% |
06/05/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 47,000 | 47,000 | 45,613 | 45,613 | 50,409 CHF | 50,866 CHF | 95.16% | 98.71% |
03/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 46,000 | 46,000 | 45,955 | 45,955 | 50,891 CHF | 51,351 CHF | 97.47% | 98.13% |
02/05/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 47,000 | 47,000 | 46,539 | 46,539 | 52,863 CHF | 53,329 CHF | 99.43% | 99.43% |