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 | 4.44% | 0.47 CHF | 0.49 CHF | 95,000 | 95,000 | 94,439 | 94,439 | 41,699 CHF | 43,589 CHF | 100.00% | 100.00% |
15/05/2024 | 4.13% | 0.41 CHF | 0.43 CHF | 94,000 | 94,000 | 94,927 | 94,927 | 45,754 CHF | 47,657 CHF | 100.00% | 100.00% |
14/05/2024 | 3.07% | 0.68 CHF | 0.70 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 63,262 CHF | 65,228 CHF | 100.00% | 100.00% |
13/05/2024 | - | 0.57 CHF | - CHF | 97,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
10/05/2024 | 4.11% | 0.50 CHF | 0.52 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 44,998 CHF | 46,884 CHF | 100.00% | 100.00% |
08/05/2024 | 3.87% | 0.54 CHF | 0.56 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 48,248 CHF | 50,148 CHF | 98.93% | 98.93% |
07/05/2024 | 3.43% | 0.55 CHF | 0.57 CHF | 96,000 | 96,000 | 95,925 | 95,925 | 55,071 CHF | 56,991 CHF | 99.89% | 99.89% |
06/05/2024 | 3.45% | 0.60 CHF | 0.62 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 54,736 CHF | 56,657 CHF | 100.00% | 100.00% |
03/05/2024 | 3.44% | 0.56 CHF | 0.58 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 54,838 CHF | 56,758 CHF | 99.98% | 99.98% |
02/05/2024 | 3.29% | 0.64 CHF | 0.66 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 57,849 CHF | 59,779 CHF | 98.56% | 98.56% |