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 | 1.78% | 0.54 CHF | 0.55 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 58,125 CHF | 59,168 CHF | 100.00% | 100.00% |
15/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 98,000 | 98,000 | 97,625 | 97,625 | 60,370 CHF | 61,348 CHF | 100.00% | 100.00% |
14/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 98,000 | 98,000 | 97,571 | 97,571 | 63,956 CHF | 64,932 CHF | 100.00% | 100.00% |
13/05/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 57,055 CHF | 58,051 CHF | 100.00% | 100.00% |
10/05/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 52,225 CHF | 53,228 CHF | 100.00% | 100.00% |
08/05/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 102,000 | 102,000 | 101,549 | 101,549 | 48,968 CHF | 49,984 CHF | 98.84% | 98.84% |
07/05/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 98,000 | 98,000 | 99,087 | 99,087 | 60,285 CHF | 61,276 CHF | 97.92% | 97.92% |
06/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 61,111 CHF | 62,102 CHF | 100.00% | 100.00% |
03/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 57,382 CHF | 58,378 CHF | 99.97% | 99.97% |
02/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 56,691 CHF | 57,687 CHF | 99.99% | 99.99% |