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 | 1.49% | 0.69 CHF | 0.70 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 69,357 CHF | 70,400 CHF | 100.00% | 100.00% |
15/05/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 63,697 CHF | 64,676 CHF | 100.00% | 100.00% |
14/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 98,000 | 98,000 | 97,570 | 97,570 | 60,041 CHF | 61,017 CHF | 100.00% | 100.00% |
13/05/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 69,249 CHF | 70,245 CHF | 100.00% | 100.00% |
10/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 75,231 CHF | 76,235 CHF | 100.00% | 100.00% |
08/05/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 102,000 | 102,000 | 101,549 | 101,549 | 80,014 CHF | 81,029 CHF | 98.84% | 98.84% |
07/05/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 98,000 | 98,000 | 99,087 | 99,087 | 65,838 CHF | 66,829 CHF | 97.92% | 97.92% |
06/05/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 64,907 CHF | 65,898 CHF | 100.00% | 100.00% |
03/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 69,409 CHF | 70,405 CHF | 100.00% | 100.00% |
02/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 70,350 CHF | 71,346 CHF | 99.99% | 99.99% |