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 | 1.67% | 0.60 CHF | 0.61 CHF | 172,200 | 172,200 | 171,148 | 171,148 | 101,964 CHF | 103,677 CHF | 100.00% | 100.00% |
15/05/2024 | 1.55% | 0.60 CHF | 0.61 CHF | 157,700 | 157,700 | 157,676 | 157,676 | 101,488 CHF | 103,069 CHF | 100.00% | 100.00% |
14/05/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 163,100 | 163,100 | 163,099 | 163,099 | 101,710 CHF | 103,342 CHF | 98.53% | 98.53% |
13/05/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 166,000 | 166,000 | 166,000 | 166,000 | 103,426 CHF | 105,086 CHF | 100.00% | 100.00% |
10/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 150,700 | 150,700 | 150,994 | 150,994 | 97,230 CHF | 98,740 CHF | 100.00% | 100.00% |
08/05/2024 | 1.33% | 0.70 CHF | 0.71 CHF | 122,900 | 122,900 | 123,927 | 123,927 | 92,395 CHF | 93,634 CHF | 99.24% | 99.24% |
07/05/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 116,200 | 116,200 | 116,195 | 116,195 | 100,910 CHF | 102,072 CHF | 95.30% | 95.30% |
06/05/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 120,300 | 120,300 | 119,188 | 119,188 | 96,435 CHF | 97,627 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 121,600 | 121,600 | 121,084 | 121,084 | 100,643 CHF | 101,854 CHF | 99.99% | 99.99% |
02/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 126,100 | 126,100 | 126,081 | 126,081 | 107,107 CHF | 108,368 CHF | 99.99% | 99.99% |