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 | 0.59% | 1.68 CHF | 1.69 CHF | 43,000 | 43,000 | 42,932 | 42,932 | 72,090 CHF | 72,520 CHF | 100.00% | 100.00% |
15/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 43,000 | 43,000 | 42,873 | 42,873 | 72,877 CHF | 73,307 CHF | 100.00% | 100.00% |
14/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 71,324 CHF | 71,754 CHF | 100.00% | 100.00% |
13/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 72,110 CHF | 72,540 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 70,701 CHF | 71,131 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 65,124 CHF | 65,564 CHF | 99.08% | 99.08% |
07/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 63,965 CHF | 64,407 CHF | 99.88% | 99.88% |
06/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 59,913 CHF | 60,364 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 59,390 CHF | 59,842 CHF | 99.96% | 99.96% |
02/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 58,203 CHF | 58,659 CHF | 100.00% | 100.00% |