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 | 2.20% | 0.22 CHF | 0.22 CHF | 703,000 | 703,000 | 702,375 | 702,375 | 158,046 CHF | 161,561 CHF | 100.00% | 100.00% |
15/05/2024 | 2.56% | 0.21 CHF | 0.21 CHF | 809,100 | 809,100 | 806,973 | 806,973 | 156,487 CHF | 160,533 CHF | 100.00% | 100.00% |
14/05/2024 | 2.60% | 0.20 CHF | 0.20 CHF | 815,800 | 815,800 | 815,799 | 815,799 | 155,140 CHF | 159,219 CHF | 99.31% | 99.31% |
13/05/2024 | 2.77% | 0.18 CHF | 0.19 CHF | 857,000 | 857,000 | 857,000 | 857,000 | 152,499 CHF | 156,784 CHF | 100.00% | 100.00% |
10/05/2024 | 2.57% | 0.19 CHF | 0.19 CHF | 844,200 | 844,200 | 844,200 | 844,200 | 162,071 CHF | 166,292 CHF | 99.99% | 99.99% |
08/05/2024 | 2.60% | 0.19 CHF | 0.20 CHF | 848,800 | 848,800 | 848,800 | 848,800 | 161,345 CHF | 165,589 CHF | 99.77% | 99.77% |
07/05/2024 | 2.16% | 0.23 CHF | 0.23 CHF | 694,000 | 694,000 | 693,888 | 693,888 | 159,076 CHF | 162,546 CHF | 98.37% | 98.37% |
06/05/2024 | 2.23% | 0.23 CHF | 0.24 CHF | 811,000 | 811,000 | 811,000 | 811,000 | 179,907 CHF | 183,962 CHF | 100.00% | 100.00% |
03/05/2024 | 2.74% | 0.19 CHF | 0.20 CHF | 811,000 | 811,000 | 811,000 | 811,000 | 146,073 CHF | 150,128 CHF | 99.88% | 99.88% |
02/05/2024 | 2.60% | 0.18 CHF | 0.19 CHF | 811,000 | 811,000 | 811,000 | 811,000 | 153,850 CHF | 157,905 CHF | 99.57% | 99.57% |