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 | 1.04% | 2.85 CHF | 2.88 CHF | 29,000 | 29,000 | 28,991 | 28,991 | 83,122 CHF | 83,992 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 2.77 CHF | 2.79 CHF | 30,900 | 30,900 | 31,878 | 31,878 | 84,870 CHF | 85,509 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 2.56 CHF | 2.58 CHF | 31,900 | 31,900 | 31,900 | 31,900 | 80,949 CHF | 81,587 CHF | 99.65% | 99.65% |
13/05/2024 | 0.80% | 2.52 CHF | 2.54 CHF | 32,700 | 32,700 | 32,700 | 32,700 | 81,446 CHF | 82,100 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 2.43 CHF | 2.45 CHF | 32,500 | 32,500 | 32,500 | 32,500 | 81,825 CHF | 82,475 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 2.60 CHF | 2.62 CHF | 33,300 | 33,300 | 33,300 | 33,300 | 83,462 CHF | 84,128 CHF | 99.06% | 99.06% |
07/05/2024 | 0.84% | 2.43 CHF | 2.45 CHF | 34,800 | 34,800 | 35,146 | 35,146 | 83,621 CHF | 84,324 CHF | 97.80% | 97.80% |
06/05/2024 | 0.85% | 2.33 CHF | 2.35 CHF | 36,000 | 36,000 | 35,532 | 35,532 | 83,457 CHF | 84,168 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 2.28 CHF | 2.30 CHF | 35,000 | 35,000 | 34,779 | 34,779 | 80,761 CHF | 81,457 CHF | 99.98% | 99.98% |
02/05/2024 | 1.18% | 2.46 CHF | 2.49 CHF | 29,400 | 29,400 | 29,388 | 29,388 | 74,159 CHF | 75,041 CHF | 99.99% | 99.99% |