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 | 0.61% | 1.65 CHF | 1.66 CHF | 27,000 | 27,000 | 27,607 | 27,607 | 45,221 CHF | 45,497 CHF | 100.00% | 100.00% |
15/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 28,000 | 28,000 | 27,937 | 27,937 | 44,851 CHF | 45,131 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 43,334 CHF | 43,614 CHF | 99.98% | 99.98% |
13/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 43,122 CHF | 43,405 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 41,302 CHF | 41,593 CHF | 100.00% | 100.00% |
08/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 39,064 CHF | 39,366 CHF | 99.25% | 99.25% |
07/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 31,000 | 31,000 | 31,135 | 31,135 | 37,052 CHF | 37,363 CHF | 97.36% | 97.36% |
06/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 37,746 CHF | 38,056 CHF | 98.52% | 98.52% |
03/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 37,738 CHF | 38,048 CHF | 99.99% | 99.99% |
02/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 37,135 CHF | 37,445 CHF | 100.00% | 100.00% |