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 | 0.57% | 1.75 CHF | 1.76 CHF | 27,000 | 27,000 | 27,606 | 27,606 | 48,217 CHF | 48,493 CHF | 100.00% | 100.00% |
15/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 28,000 | 28,000 | 27,937 | 27,937 | 47,901 CHF | 48,181 CHF | 99.99% | 99.99% |
14/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 28,000 | 28,000 | 27,998 | 27,998 | 46,389 CHF | 46,669 CHF | 100.00% | 100.00% |
13/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 46,236 CHF | 46,519 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 44,503 CHF | 44,794 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 42,367 CHF | 42,669 CHF | 99.25% | 99.25% |
07/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 31,000 | 31,000 | 31,129 | 31,129 | 40,432 CHF | 40,743 CHF | 97.36% | 97.36% |
06/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 41,137 CHF | 41,447 CHF | 98.54% | 98.54% |
03/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 41,116 CHF | 41,426 CHF | 100.00% | 100.00% |
02/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 40,518 CHF | 40,829 CHF | 99.99% | 99.99% |