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 | 0.82% | 2.42 CHF | 2.44 CHF | 71,000 | 71,000 | 70,823 | 70,823 | 172,189 CHF | 173,606 CHF | 99.99% | 99.99% |
15/05/2024 | 0.84% | 2.43 CHF | 2.45 CHF | 71,000 | 71,000 | 71,290 | 71,290 | 169,167 CHF | 170,596 CHF | 100.00% | 100.00% |
14/05/2024 | 0.88% | 2.31 CHF | 2.33 CHF | 72,000 | 72,000 | 72,768 | 72,768 | 164,306 CHF | 165,761 CHF | 100.00% | 100.00% |
13/05/2024 | 0.87% | 2.25 CHF | 2.27 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 165,468 CHF | 166,920 CHF | 99.85% | 99.85% |
10/05/2024 | 0.87% | 2.27 CHF | 2.29 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 165,679 CHF | 167,131 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 165,065 CHF | 166,519 CHF | 98.93% | 98.93% |
07/05/2024 | 0.91% | 2.21 CHF | 2.23 CHF | 74,000 | 74,000 | 73,675 | 73,675 | 161,855 CHF | 163,329 CHF | 99.75% | 99.75% |
06/05/2024 | 1.05% | 1.91 CHF | 1.93 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 147,840 CHF | 149,399 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 1.84 CHF | 1.86 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 142,547 CHF | 143,761 CHF | 99.97% | 99.97% |
02/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 137,415 CHF | 138,228 CHF | 98.56% | 98.56% |