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 | 2.79% | 0.35 CHF | 0.36 CHF | 101,000 | 101,000 | 100,714 | 100,714 | 35,735 CHF | 36,743 CHF | 100.00% | 100.00% |
15/05/2024 | 2.52% | 0.35 CHF | 0.36 CHF | 101,000 | 101,000 | 102,138 | 102,138 | 40,402 CHF | 41,425 CHF | 100.00% | 100.00% |
14/05/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 105,000 | 105,000 | 106,315 | 106,315 | 53,746 CHF | 54,809 CHF | 99.99% | 99.99% |
13/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 112,000 | 112,000 | 111,529 | 111,529 | 70,753 CHF | 71,868 CHF | 100.00% | 100.00% |
10/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 70,732 CHF | 71,846 CHF | 100.00% | 100.00% |
08/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 73,443 CHF | 74,565 CHF | 99.06% | 99.06% |
07/05/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 112,000 | 112,000 | 113,119 | 113,119 | 76,643 CHF | 77,775 CHF | 99.66% | 99.66% |
06/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 114,000 | 114,000 | 114,798 | 114,798 | 81,573 CHF | 82,721 CHF | 100.00% | 100.00% |
03/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 113,847 | 113,847 | 78,781 CHF | 79,920 CHF | 100.00% | 100.00% |
02/05/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 116,000 | 116,000 | 116,185 | 116,185 | 86,508 CHF | 87,670 CHF | 100.00% | 100.00% |