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 | 3.86% | 0.25 CHF | 0.26 CHF | 101,000 | 101,000 | 100,718 | 100,718 | 25,665 CHF | 26,673 CHF | 100.00% | 100.00% |
15/05/2024 | 3.37% | 0.25 CHF | 0.26 CHF | 101,000 | 101,000 | 102,145 | 102,145 | 30,195 CHF | 31,219 CHF | 100.00% | 100.00% |
14/05/2024 | 2.45% | 0.37 CHF | 0.38 CHF | 105,000 | 105,000 | 106,317 | 106,317 | 43,131 CHF | 44,195 CHF | 99.99% | 99.99% |
13/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 112,000 | 112,000 | 111,529 | 111,529 | 59,603 CHF | 60,718 CHF | 100.00% | 100.00% |
10/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 59,587 CHF | 60,701 CHF | 100.00% | 100.00% |
08/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 62,226 CHF | 63,348 CHF | 99.06% | 99.06% |
07/05/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 112,000 | 112,000 | 113,169 | 113,169 | 65,381 CHF | 66,513 CHF | 99.60% | 99.60% |
06/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 114,000 | 114,000 | 114,798 | 114,798 | 70,107 CHF | 71,255 CHF | 100.00% | 100.00% |
03/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 114,000 | 114,000 | 113,848 | 113,848 | 67,397 CHF | 68,536 CHF | 100.00% | 100.00% |
02/05/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 116,000 | 116,000 | 116,185 | 116,185 | 74,890 CHF | 76,052 CHF | 100.00% | 100.00% |