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 | 1.21% | 0.81 CHF | 0.82 CHF | 77,000 | 77,000 | 77,016 | 77,016 | 63,215 CHF | 63,986 CHF | 100.00% | 100.00% |
15/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 78,000 | 78,000 | 77,956 | 77,956 | 67,046 CHF | 67,827 CHF | 100.00% | 100.00% |
14/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 78,000 | 78,000 | 77,485 | 77,485 | 64,469 CHF | 65,244 CHF | 100.00% | 100.00% |
13/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 78,000 | 78,000 | 78,302 | 78,302 | 67,932 CHF | 68,715 CHF | 100.00% | 100.00% |
10/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 77,000 | 77,000 | 76,025 | 76,025 | 68,023 CHF | 68,784 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 77,000 | 77,000 | 76,957 | 76,957 | 70,626 CHF | 71,395 CHF | 99.25% | 99.25% |
07/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 77,000 | 77,000 | 76,948 | 76,948 | 72,184 CHF | 72,954 CHF | 97.36% | 97.36% |
06/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 77,000 | 77,000 | 76,749 | 76,749 | 70,765 CHF | 71,533 CHF | 98.52% | 98.52% |
03/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 77,000 | 77,000 | 75,843 | 75,843 | 66,486 CHF | 67,245 CHF | 99.98% | 99.98% |
02/05/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 78,000 | 78,000 | 77,809 | 77,809 | 75,477 CHF | 76,255 CHF | 100.00% | 100.00% |