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 | 1.35% | 0.72 CHF | 0.73 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 76,929 CHF | 77,972 CHF | 100.00% | 100.00% |
15/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 98,000 | 98,000 | 97,604 | 97,604 | 77,921 CHF | 78,900 CHF | 100.00% | 100.00% |
14/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 98,000 | 98,000 | 97,581 | 97,581 | 81,508 CHF | 82,484 CHF | 100.00% | 100.00% |
13/05/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 74,927 CHF | 75,923 CHF | 100.00% | 100.00% |
10/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 70,175 CHF | 71,179 CHF | 100.00% | 100.00% |
08/05/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 102,000 | 102,000 | 101,545 | 101,545 | 67,165 CHF | 68,180 CHF | 98.84% | 98.84% |
07/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 98,000 | 98,000 | 99,089 | 99,089 | 78,067 CHF | 79,059 CHF | 97.92% | 97.92% |
06/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 78,817 CHF | 79,808 CHF | 100.00% | 100.00% |
03/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 75,147 CHF | 76,143 CHF | 99.98% | 99.98% |
02/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 74,515 CHF | 75,511 CHF | 100.00% | 100.00% |