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 | 2.11% | 0.47 CHF | 0.48 CHF | 65,000 | 65,000 | 35,891 | 35,891 | 17,200 CHF | 17,561 CHF | 100.00% | 100.00% |
15/05/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 65,000 | 65,000 | 35,677 | 35,677 | 18,170 CHF | 18,530 CHF | 99.56% | 99.56% |
14/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 65,000 | 65,000 | 35,932 | 35,932 | 19,775 CHF | 20,135 CHF | 99.99% | 99.99% |
13/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 20,610 CHF | 20,971 CHF | 100.00% | 100.00% |
10/05/2024 | 2.01% | 0.55 CHF | 0.56 CHF | 65,000 | 65,000 | 35,543 | 35,543 | 18,129 CHF | 18,485 CHF | 100.00% | 100.00% |
08/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 65,000 | 65,000 | 35,666 | 35,666 | 21,494 CHF | 21,851 CHF | 97.89% | 97.89% |
07/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 65,000 | 65,000 | 36,054 | 36,054 | 22,451 CHF | 22,813 CHF | 98.41% | 98.41% |
06/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 65,000 | 65,000 | 35,950 | 35,950 | 21,798 CHF | 22,158 CHF | 100.00% | 100.00% |
03/05/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 65,000 | 65,000 | 35,638 | 35,638 | 22,864 CHF | 23,221 CHF | 99.97% | 99.97% |
02/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 65,000 | 65,000 | 24,158 | 24,158 | 16,122 CHF | 16,364 CHF | 100.00% | 100.00% |