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 | 2.08% | 0.47 CHF | 0.48 CHF | 267,000 | 267,000 | 268,134 | 268,134 | 127,922 CHF | 130,605 CHF | 100.00% | 100.00% |
15/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 267,000 | 267,000 | 264,891 | 264,891 | 124,093 CHF | 126,748 CHF | 100.00% | 100.00% |
14/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 258,000 | 258,000 | 263,492 | 263,492 | 121,709 CHF | 124,344 CHF | 99.98% | 99.98% |
13/05/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 272,000 | 272,000 | 276,244 | 276,244 | 136,920 CHF | 139,683 CHF | 100.00% | 100.00% |
10/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 277,000 | 277,000 | 273,265 | 273,265 | 133,874 CHF | 136,606 CHF | 100.00% | 100.00% |
08/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 277,000 | 277,000 | 276,990 | 276,990 | 135,771 CHF | 138,541 CHF | 98.99% | 98.99% |
07/05/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 277,000 | 277,000 | 276,979 | 276,979 | 136,792 CHF | 139,563 CHF | 99.60% | 99.60% |
06/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 277,000 | 277,000 | 279,079 | 279,079 | 139,644 CHF | 142,434 CHF | 100.00% | 100.00% |
03/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 281,000 | 281,000 | 280,564 | 280,564 | 140,178 CHF | 142,984 CHF | 100.00% | 100.00% |
02/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 281,000 | 281,000 | 277,629 | 277,629 | 137,697 CHF | 140,473 CHF | 100.00% | 100.00% |