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 | 0.65% | 1.54 CHF | 1.55 CHF | 27,000 | 27,000 | 27,607 | 27,607 | 42,216 CHF | 42,492 CHF | 100.00% | 100.00% |
15/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 28,000 | 28,000 | 27,936 | 27,936 | 41,796 CHF | 42,076 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 40,291 CHF | 40,571 CHF | 99.98% | 99.98% |
13/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 40,032 CHF | 40,315 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 38,142 CHF | 38,433 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 35,780 CHF | 36,082 CHF | 99.25% | 99.25% |
07/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 31,000 | 31,000 | 31,135 | 31,135 | 33,665 CHF | 33,976 CHF | 97.36% | 97.36% |
06/05/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 34,367 CHF | 34,677 CHF | 98.53% | 98.53% |
03/05/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 34,357 CHF | 34,667 CHF | 99.99% | 99.99% |
02/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 33,751 CHF | 34,062 CHF | 100.00% | 100.00% |