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 | 1.08% | 0.93 CHF | 0.94 CHF | 65,000 | 65,000 | 35,891 | 35,891 | 33,920 CHF | 34,280 CHF | 100.00% | 100.00% |
15/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 65,000 | 65,000 | 35,676 | 35,676 | 34,888 CHF | 35,248 CHF | 99.56% | 99.56% |
14/05/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 65,000 | 65,000 | 35,932 | 35,932 | 36,690 CHF | 37,051 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 37,429 CHF | 37,789 CHF | 100.00% | 100.00% |
10/05/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 65,000 | 65,000 | 35,543 | 35,543 | 34,783 CHF | 35,139 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 65,000 | 65,000 | 35,665 | 35,665 | 38,253 CHF | 38,610 CHF | 97.89% | 97.89% |
07/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 65,000 | 65,000 | 36,048 | 36,048 | 39,366 CHF | 39,727 CHF | 98.42% | 98.42% |
06/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 38,649 CHF | 39,009 CHF | 100.00% | 100.00% |
03/05/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 65,000 | 65,000 | 35,639 | 35,639 | 39,574 CHF | 39,932 CHF | 99.97% | 99.97% |
02/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 65,000 | 65,000 | 24,158 | 24,158 | 27,528 CHF | 27,770 CHF | 100.00% | 100.00% |