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 | 0.74% | 1.32 CHF | 1.33 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 139,728 CHF | 140,771 CHF | 100.00% | 100.00% |
15/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 136,780 CHF | 137,758 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 140,296 CHF | 141,272 CHF | 99.97% | 99.97% |
13/05/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 134,773 CHF | 135,769 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 130,450 CHF | 131,454 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 128,048 CHF | 129,064 CHF | 98.84% | 98.84% |
07/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 98,000 | 98,000 | 99,088 | 99,088 | 137,448 CHF | 138,440 CHF | 97.92% | 97.92% |
06/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 138,069 CHF | 139,060 CHF | 100.00% | 100.00% |
03/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 134,633 CHF | 135,629 CHF | 100.00% | 100.00% |
02/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 134,109 CHF | 135,105 CHF | 100.00% | 100.00% |