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 | 1.06% | 0.97 CHF | 0.98 CHF | 65,000 | 65,000 | 35,895 | 35,895 | 34,493 CHF | 34,853 CHF | 100.00% | 100.00% |
15/05/2024 | 1.11% | 0.97 CHF | 0.98 CHF | 65,000 | 65,000 | 35,677 | 35,677 | 33,216 CHF | 33,576 CHF | 99.56% | 99.56% |
14/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 65,000 | 65,000 | 35,932 | 35,932 | 32,052 CHF | 32,412 CHF | 100.00% | 100.00% |
13/05/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 31,283 CHF | 31,643 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 35,543 | 35,543 | 33,310 CHF | 33,666 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 65,000 | 65,000 | 35,666 | 35,666 | 30,165 CHF | 30,523 CHF | 97.89% | 97.89% |
07/05/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 36,065 | 36,065 | 29,681 CHF | 30,042 CHF | 98.36% | 98.36% |
06/05/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,950 | 35,950 | 30,080 CHF | 30,440 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 35,638 | 35,638 | 28,628 CHF | 28,985 CHF | 99.97% | 99.97% |
02/05/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 65,000 | 65,000 | 24,158 | 24,158 | 19,064 CHF | 19,306 CHF | 100.00% | 100.00% |