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 | 2.22% | 0.35 CHF | 0.36 CHF | 361,900 | 361,900 | 167,422 | 167,422 | 73,728 CHF | 75,409 CHF | 99.22% | 99.22% |
15/05/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 342,800 | 342,800 | 153,121 | 153,121 | 79,350 CHF | 80,888 CHF | 100.00% | 100.00% |
14/05/2024 | 2.13% | 0.55 CHF | 0.56 CHF | 452,800 | 452,800 | 178,703 | 178,703 | 90,737 CHF | 92,526 CHF | 98.68% | 98.68% |
13/05/2024 | 2.17% | 0.42 CHF | 0.43 CHF | 321,700 | 321,700 | 147,385 | 147,385 | 67,086 CHF | 68,563 CHF | 99.49% | 99.49% |
10/05/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 319,800 | 319,800 | 143,191 | 143,191 | 79,407 CHF | 80,842 CHF | 100.00% | 100.00% |
08/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 317,500 | 317,500 | 150,818 | 150,818 | 92,569 CHF | 94,080 CHF | 99.13% | 99.13% |
07/05/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 361,300 | 361,300 | 161,829 | 161,829 | 92,882 CHF | 94,503 CHF | 99.76% | 99.76% |
06/05/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 357,100 | 357,100 | 159,920 | 159,920 | 83,550 CHF | 85,152 CHF | 100.00% | 100.00% |
03/05/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 335,400 | 335,400 | 150,330 | 150,330 | 81,205 CHF | 82,711 CHF | 99.69% | 99.69% |
02/05/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 235,000 | 235,000 | 113,333 | 113,333 | 73,983 CHF | 75,119 CHF | 99.98% | 99.98% |