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 | 1.42% | 0.68 CHF | 0.69 CHF | 40,000 | 40,000 | 40,088 | 40,088 | 28,039 CHF | 28,440 CHF | 99.58% | 99.58% |
15/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 29,962 CHF | 30,412 CHF | 99.51% | 99.51% |
14/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 23,923 CHF | 24,323 CHF | 99.50% | 99.55% |
13/05/2024 | 1.30% | 0.66 CHF | 0.67 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,964 CHF | 27,314 CHF | 99.08% | 99.08% |
10/05/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 29,794 CHF | 30,144 CHF | 99.53% | 99.53% |
08/05/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 28,888 CHF | 29,238 CHF | 99.50% | 99.50% |
07/05/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 31,217 CHF | 31,617 CHF | 99.60% | 99.60% |
06/05/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,089 CHF | 26,439 CHF | 99.55% | 99.55% |
03/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 30,094 CHF | 30,494 CHF | 99.52% | 99.52% |
02/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 27,150 CHF | 27,550 CHF | 99.43% | 99.43% |