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 | 1.00% | 1.08 CHF | 1.09 CHF | 114,200 | 114,200 | 51,359 | 51,359 | 52,966 CHF | 53,481 CHF | 100.00% | 100.00% |
15/05/2024 | 0.86% | 0.91 CHF | 0.92 CHF | 96,400 | 96,400 | 41,871 | 41,871 | 47,343 CHF | 47,763 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 88,600 | 88,600 | 39,586 | 39,586 | 50,029 CHF | 50,425 CHF | 99.67% | 99.67% |
13/05/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 88,600 | 88,600 | 39,698 | 39,698 | 52,269 CHF | 52,666 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 88,400 | 88,400 | 39,588 | 39,588 | 52,320 CHF | 52,716 CHF | 99.87% | 99.87% |
08/05/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 90,600 | 90,600 | 30,025 | 30,025 | 38,908 CHF | 39,209 CHF | 97.39% | 97.39% |
07/05/2024 | 1.15% | 1.27 CHF | 1.28 CHF | 95,200 | 95,200 | 18,997 | 18,997 | 30,606 CHF | 30,901 CHF | 50.81% | 89.69% |
06/05/2024 | - | 5.87 CHF | - CHF | 22,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.73% |
03/05/2024 | 0.42% | 4.89 CHF | 4.91 CHF | 24,100 | 24,100 | 9,853 | 9,853 | 48,041 CHF | 48,238 CHF | 99.94% | 99.94% |
02/05/2024 | 0.47% | 4.56 CHF | 4.58 CHF | 27,300 | 27,300 | 12,427 | 12,427 | 54,204 CHF | 54,453 CHF | 99.97% | 99.97% |