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 | 1.54% | 0.65 CHF | 0.66 CHF | 86,000 | 86,000 | 85,865 | 85,865 | 55,599 CHF | 56,458 CHF | 100.00% | 100.00% |
15/05/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 86,000 | 86,000 | 85,748 | 85,748 | 56,407 CHF | 57,266 CHF | 100.00% | 100.00% |
14/05/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 86,000 | 86,000 | 85,983 | 85,983 | 54,899 CHF | 55,759 CHF | 100.00% | 100.00% |
13/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 55,721 CHF | 56,581 CHF | 100.00% | 100.00% |
10/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 54,247 CHF | 55,107 CHF | 100.00% | 100.00% |
08/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 88,000 | 88,000 | 87,985 | 87,985 | 48,301 CHF | 49,181 CHF | 99.08% | 99.08% |
07/05/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 88,000 | 88,000 | 88,451 | 88,451 | 47,099 CHF | 47,984 CHF | 99.88% | 99.88% |
06/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 90,000 | 90,000 | 90,196 | 90,196 | 42,763 CHF | 43,665 CHF | 100.00% | 100.00% |
03/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 90,000 | 90,000 | 90,246 | 90,246 | 42,245 CHF | 43,147 CHF | 99.97% | 99.97% |
02/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 90,000 | 90,000 | 91,196 | 91,196 | 40,843 CHF | 41,755 CHF | 99.99% | 99.99% |