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 | 1.26% | 3.06 CHF | 3.08 CHF | 26,000 | 26,000 | 17,400 | 17,400 | 53,033 CHF | 53,649 CHF | 100.00% | 100.00% |
15/05/2024 | 1.26% | 3.06 CHF | 3.08 CHF | 26,000 | 26,000 | 17,397 | 17,397 | 53,151 CHF | 53,767 CHF | 100.00% | 100.00% |
14/05/2024 | 1.25% | 3.08 CHF | 3.10 CHF | 26,000 | 26,000 | 17,345 | 17,345 | 53,338 CHF | 53,953 CHF | 99.59% | 99.59% |
13/05/2024 | 1.27% | 3.03 CHF | 3.05 CHF | 26,000 | 26,000 | 17,399 | 17,399 | 52,514 CHF | 53,129 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 3.01 CHF | 3.03 CHF | 26,000 | 26,000 | 17,366 | 17,366 | 53,021 CHF | 53,636 CHF | 99.69% | 99.69% |
08/05/2024 | 1.29% | 3.08 CHF | 3.10 CHF | 26,000 | 26,000 | 17,397 | 17,397 | 52,029 CHF | 52,645 CHF | 100.00% | 100.00% |
07/05/2024 | 1.33% | 2.97 CHF | 2.99 CHF | 26,000 | 26,000 | 17,986 | 17,986 | 52,044 CHF | 52,681 CHF | 100.00% | 100.00% |
06/05/2024 | 1.40% | 2.85 CHF | 2.87 CHF | 27,000 | 27,000 | 18,067 | 18,067 | 49,878 CHF | 50,516 CHF | 98.70% | 98.70% |
03/05/2024 | 1.47% | 2.70 CHF | 2.72 CHF | 28,000 | 28,000 | 18,640 | 18,640 | 49,125 CHF | 49,789 CHF | 98.15% | 98.15% |
02/05/2024 | 1.52% | 2.62 CHF | 2.64 CHF | 28,000 | 28,000 | 18,867 | 18,867 | 48,009 CHF | 48,681 CHF | 99.30% | 99.30% |