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 | 0.53% | 1.89 CHF | 1.90 CHF | 43,000 | 43,000 | 42,932 | 42,932 | 81,148 CHF | 81,577 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 43,000 | 43,000 | 42,872 | 42,872 | 81,914 CHF | 82,344 CHF | 100.00% | 100.00% |
14/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 80,433 CHF | 80,863 CHF | 100.00% | 100.00% |
13/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 81,202 CHF | 81,632 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 79,735 CHF | 80,165 CHF | 100.00% | 100.00% |
08/05/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 44,000 | 44,000 | 43,993 | 43,993 | 74,363 CHF | 74,803 CHF | 99.09% | 99.09% |
07/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 73,254 CHF | 73,697 CHF | 99.88% | 99.88% |
06/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 69,370 CHF | 69,821 CHF | 100.00% | 100.00% |
03/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 68,802 CHF | 69,253 CHF | 99.98% | 99.98% |
02/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 45,000 | 45,000 | 45,597 | 45,597 | 67,775 CHF | 68,230 CHF | 100.00% | 100.00% |