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% | 0.66 CHF | 0.67 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,365 CHF | 19,665 CHF | 99.51% | 99.51% |
15/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 22,449 CHF | 22,799 CHF | 99.51% | 99.51% |
14/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 21,484 CHF | 21,834 CHF | 99.57% | 99.57% |
13/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 20,848 CHF | 21,198 CHF | 99.52% | 99.52% |
10/05/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 19,900 CHF | 20,250 CHF | 99.47% | 99.47% |
08/05/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,996 CHF | 19,296 CHF | 99.52% | 99.52% |
07/05/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,820 CHF | 20,120 CHF | 99.57% | 99.57% |
06/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 21,731 CHF | 22,081 CHF | 99.52% | 99.52% |
03/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 21,134 CHF | 21,484 CHF | 99.51% | 99.51% |
02/05/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 35,000 | 35,000 | 31,760 | 31,760 | 18,131 CHF | 18,448 CHF | 99.36% | 99.46% |