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 | 0.69% | 1.43 CHF | 1.44 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 151,082 CHF | 152,125 CHF | 100.00% | 100.00% |
15/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 98,000 | 98,000 | 97,602 | 97,602 | 147,351 CHF | 148,329 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 98,000 | 98,000 | 97,581 | 97,581 | 150,877 CHF | 151,853 CHF | 99.98% | 99.98% |
13/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 145,521 CHF | 146,517 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 141,317 CHF | 142,320 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 139,010 CHF | 140,026 CHF | 98.84% | 98.84% |
07/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 98,000 | 98,000 | 99,083 | 99,083 | 148,142 CHF | 149,134 CHF | 97.92% | 97.92% |
06/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 148,745 CHF | 149,736 CHF | 100.00% | 100.00% |
03/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 145,377 CHF | 146,373 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 144,848 CHF | 145,844 CHF | 100.00% | 100.00% |