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 | 1.52% | 0.66 CHF | 0.67 CHF | 294,500 | 294,500 | 292,726 | 292,726 | 191,700 CHF | 194,630 CHF | 100.00% | 100.00% |
15/05/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 280,700 | 280,700 | 280,655 | 280,655 | 191,052 CHF | 193,865 CHF | 100.00% | 100.00% |
14/05/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 286,100 | 286,100 | 286,099 | 286,099 | 191,444 CHF | 194,305 CHF | 98.53% | 98.53% |
13/05/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 288,900 | 288,900 | 288,900 | 288,900 | 193,314 CHF | 196,203 CHF | 100.00% | 100.00% |
10/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 274,100 | 274,100 | 274,627 | 274,627 | 186,758 CHF | 189,505 CHF | 100.00% | 100.00% |
08/05/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 247,500 | 247,500 | 249,623 | 249,623 | 181,808 CHF | 184,305 CHF | 99.24% | 99.24% |
07/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 242,700 | 242,700 | 242,689 | 242,689 | 190,311 CHF | 192,738 CHF | 95.30% | 95.30% |
06/05/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 247,600 | 247,600 | 245,217 | 245,217 | 185,773 CHF | 188,225 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 249,000 | 249,000 | 247,934 | 247,934 | 190,412 CHF | 192,891 CHF | 100.00% | 100.00% |
02/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 254,200 | 254,200 | 254,161 | 254,161 | 197,314 CHF | 199,855 CHF | 99.98% | 99.98% |