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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.73% | 0.30 CHF | 0.31 CHF | 46,000 | 46,000 | 45,956 | 45,956 | 17,110 CHF | 17,570 CHF | 100.00% | 100.00% |
14/05/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 48,000 | 48,000 | 47,362 | 47,362 | 25,447 CHF | 25,921 CHF | 99.10% | 99.10% |
13/05/2024 | 2.24% | 0.47 CHF | 0.48 CHF | 47,000 | 47,000 | 46,472 | 46,472 | 20,783 CHF | 21,248 CHF | 100.00% | 100.00% |
10/05/2024 | 2.71% | 0.39 CHF | 0.40 CHF | 46,000 | 46,000 | 45,538 | 45,538 | 16,771 CHF | 17,226 CHF | 93.87% | 100.00% |
08/05/2024 | 2.49% | 0.43 CHF | 0.44 CHF | 46,000 | 46,000 | 45,749 | 45,749 | 18,273 CHF | 18,731 CHF | 99.66% | 99.66% |
07/05/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 46,000 | 46,000 | 45,850 | 45,850 | 21,378 CHF | 21,837 CHF | 99.70% | 99.70% |
06/05/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 47,000 | 47,000 | 45,609 | 45,609 | 21,112 CHF | 21,569 CHF | 98.01% | 100.00% |
03/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 46,000 | 46,000 | 45,547 | 45,547 | 21,203 CHF | 21,659 CHF | 98.19% | 98.84% |
02/05/2024 | 2.02% | 0.53 CHF | 0.54 CHF | 47,000 | 47,000 | 46,601 | 46,601 | 22,983 CHF | 23,449 CHF | 99.31% | 99.31% |
30/04/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 47,000 | 47,000 | 46,683 | 46,683 | 24,877 CHF | 25,344 CHF | 99.65% | 99.65% |