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 | 0.84% | 1.20 CHF | 1.21 CHF | 65,000 | 65,000 | 35,891 | 35,891 | 43,522 CHF | 43,882 CHF | 100.00% | 100.00% |
15/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 65,000 | 65,000 | 35,678 | 35,678 | 44,417 CHF | 44,778 CHF | 99.56% | 99.56% |
14/05/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 65,000 | 65,000 | 35,933 | 35,933 | 46,263 CHF | 46,623 CHF | 99.99% | 99.99% |
13/05/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 47,063 CHF | 47,423 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 65,000 | 65,000 | 35,543 | 35,543 | 44,304 CHF | 44,660 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 65,000 | 65,000 | 35,666 | 35,666 | 47,817 CHF | 48,174 CHF | 97.89% | 97.89% |
07/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 65,000 | 65,000 | 36,048 | 36,048 | 48,998 CHF | 49,359 CHF | 98.43% | 98.43% |
06/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 48,170 CHF | 48,530 CHF | 100.00% | 100.00% |
03/05/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 65,000 | 65,000 | 35,646 | 35,646 | 49,096 CHF | 49,453 CHF | 99.96% | 99.96% |
02/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 65,000 | 65,000 | 24,159 | 24,159 | 34,019 CHF | 34,261 CHF | 100.00% | 100.00% |