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% | 1.04 CHF | 1.05 CHF | 43,500 | 43,500 | 43,680 | 43,680 | 43,771 CHF | 44,208 CHF | 100.00% | 100.00% |
15/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 46,800 | 46,800 | 46,383 | 46,383 | 45,914 CHF | 46,379 CHF | 100.00% | 100.00% |
14/05/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 47,000 | 47,000 | 46,812 | 46,812 | 42,539 CHF | 43,007 CHF | 99.97% | 99.97% |
13/05/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 53,100 | 53,100 | 53,766 | 53,766 | 46,344 CHF | 46,882 CHF | 100.00% | 100.00% |
10/05/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 57,000 | 57,000 | 55,761 | 55,761 | 43,580 CHF | 44,137 CHF | 99.99% | 99.99% |
08/05/2024 | 1.01% | 0.90 CHF | 0.91 CHF | 37,900 | 37,900 | 37,099 | 37,099 | 36,770 CHF | 37,141 CHF | 99.06% | 99.06% |
07/05/2024 | 0.91% | 1.19 CHF | 1.20 CHF | 41,100 | 41,100 | 41,545 | 41,545 | 45,393 CHF | 45,809 CHF | 97.65% | 97.65% |
06/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 46,100 | 46,100 | 46,250 | 46,250 | 44,874 CHF | 45,337 CHF | 100.00% | 100.00% |
03/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 48,900 | 48,900 | 48,650 | 48,650 | 44,608 CHF | 45,094 CHF | 99.98% | 99.98% |
02/05/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 50,800 | 50,800 | 51,112 | 51,112 | 41,831 CHF | 42,342 CHF | 100.00% | 100.00% |