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% | 1.49 CHF | 1.50 CHF | 36,800 | 36,800 | 36,917 | 36,917 | 53,246 CHF | 53,615 CHF | 100.00% | 100.00% |
15/05/2024 | 0.66% | 1.43 CHF | 1.44 CHF | 33,100 | 33,100 | 32,764 | 32,764 | 49,672 CHF | 50,000 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.65 CHF | 1.66 CHF | 35,300 | 35,300 | 36,024 | 36,024 | 56,711 CHF | 57,072 CHF | 100.00% | 100.00% |
13/05/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 38,700 | 38,700 | 39,295 | 39,295 | 51,734 CHF | 52,127 CHF | 100.00% | 100.00% |
10/05/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 39,300 | 39,300 | 38,777 | 38,777 | 53,000 CHF | 53,387 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 39,900 | 39,900 | 39,900 | 39,900 | 53,648 CHF | 54,047 CHF | 99.00% | 99.00% |
07/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 39,900 | 39,900 | 39,914 | 39,914 | 52,658 CHF | 53,057 CHF | 97.66% | 97.66% |
06/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 41,400 | 41,400 | 41,764 | 41,764 | 53,225 CHF | 53,643 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 42,500 | 42,500 | 42,424 | 42,424 | 53,955 CHF | 54,379 CHF | 99.99% | 99.99% |
02/05/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 42,300 | 42,300 | 41,710 | 41,710 | 54,518 CHF | 54,936 CHF | 99.99% | 99.99% |