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 | 1.71% | 0.57 CHF | 0.58 CHF | 74,000 | 74,000 | 73,755 | 73,755 | 42,799 CHF | 43,537 CHF | 100.00% | 100.00% |
15/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 74,000 | 74,000 | 73,832 | 73,832 | 43,390 CHF | 44,130 CHF | 100.00% | 100.00% |
14/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 74,000 | 74,000 | 73,985 | 73,985 | 45,167 CHF | 45,907 CHF | 99.98% | 99.98% |
13/05/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 44,724 CHF | 45,464 CHF | 100.00% | 100.00% |
10/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 74,000 | 74,000 | 74,391 | 74,391 | 47,255 CHF | 47,999 CHF | 100.00% | 100.00% |
08/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 52,462 CHF | 53,222 CHF | 99.08% | 99.08% |
07/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 76,000 | 76,000 | 75,891 | 75,891 | 50,008 CHF | 50,768 CHF | 99.94% | 99.94% |
06/05/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 76,000 | 76,000 | 76,040 | 76,040 | 53,085 CHF | 53,845 CHF | 100.00% | 100.00% |
03/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 78,000 | 78,000 | 76,726 | 76,726 | 54,407 CHF | 55,174 CHF | 99.97% | 99.97% |
02/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 78,000 | 78,000 | 78,252 | 78,252 | 59,862 CHF | 60,645 CHF | 100.00% | 100.00% |