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 | 1.87% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 108,975 | 108,975 | 58,941 CHF | 60,033 CHF | 91.81% | 91.81% |
15/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 110,000 | 110,000 | 108,680 | 108,680 | 63,401 CHF | 64,491 CHF | 99.35% | 99.35% |
14/05/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 110,000 | 110,000 | 108,825 | 108,825 | 57,748 CHF | 58,838 CHF | 89.60% | 89.60% |
13/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 110,000 | 110,000 | 109,496 | 109,496 | 55,695 CHF | 56,791 CHF | 99.51% | 99.51% |
10/05/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 120,000 | 120,000 | 108,976 | 108,976 | 59,300 CHF | 60,391 CHF | 99.29% | 99.29% |
08/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 110,000 | 110,000 | 108,792 | 108,792 | 64,926 CHF | 66,015 CHF | 98.19% | 98.19% |
07/05/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 110,000 | 110,000 | 108,734 | 108,734 | 66,027 CHF | 67,117 CHF | 95.84% | 95.84% |
06/05/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 118,763 | 118,763 | 67,587 CHF | 68,776 CHF | 96.61% | 96.61% |
03/05/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 120,000 | 120,000 | 123,402 | 123,402 | 65,065 CHF | 66,301 CHF | 99.05% | 99.05% |
02/05/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 122,201 | 122,201 | 64,315 CHF | 65,538 CHF | 99.91% | 99.91% |