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 | 0.74% | 1.35 CHF | 1.36 CHF | 27,000 | 27,000 | 27,606 | 27,606 | 37,138 CHF | 37,414 CHF | 100.00% | 100.00% |
15/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 28,000 | 28,000 | 27,938 | 27,938 | 36,714 CHF | 36,994 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 35,150 CHF | 35,430 CHF | 99.98% | 99.98% |
13/05/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 34,882 CHF | 35,165 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 32,849 CHF | 33,140 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 30,226 CHF | 30,529 CHF | 99.25% | 99.25% |
07/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 31,000 | 31,000 | 31,144 | 31,144 | 27,993 CHF | 28,305 CHF | 97.17% | 97.17% |
06/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 28,718 CHF | 29,028 CHF | 98.55% | 98.55% |
03/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 28,697 CHF | 29,007 CHF | 99.98% | 99.98% |
02/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 31,000 | 31,000 | 31,033 | 31,033 | 28,106 CHF | 28,416 CHF | 99.99% | 99.99% |