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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 90,628 CHF | 92,268 CHF | 99.33% | 99.33% |
16/05/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 164,000 | 164,000 | 163,888 | 163,888 | 90,379 CHF | 92,019 CHF | 100.00% | 100.00% |
15/05/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 164,000 | 164,000 | 163,684 | 163,684 | 88,973 CHF | 90,613 CHF | 100.00% | 100.00% |
14/05/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 164,000 | 164,000 | 164,128 | 164,128 | 96,786 CHF | 98,427 CHF | 100.00% | 100.00% |
13/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 95,972 CHF | 97,612 CHF | 100.00% | 100.00% |
10/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 173,000 | 173,000 | 173,000 | 173,000 | 111,561 CHF | 113,291 CHF | 100.00% | 100.00% |
08/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 173,000 | 173,000 | 173,000 | 173,000 | 115,123 CHF | 116,853 CHF | 99.09% | 99.09% |
07/05/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 173,000 | 173,000 | 167,518 | 167,518 | 99,255 CHF | 100,931 CHF | 99.94% | 99.94% |
06/05/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 182,000 | 182,000 | 182,000 | 182,000 | 154,356 CHF | 156,176 CHF | 100.00% | 100.00% |
03/05/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 182,000 | 182,000 | 182,086 | 182,086 | 160,970 CHF | 162,791 CHF | 99.95% | 99.95% |