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 | 2.65% | 0.37 CHF | 0.38 CHF | 396,000 | 396,000 | 395,656 | 395,656 | 147,482 CHF | 151,442 CHF | 100.00% | 100.00% |
15/05/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 396,000 | 396,000 | 395,146 | 395,146 | 152,135 CHF | 156,095 CHF | 100.00% | 100.00% |
14/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 396,000 | 396,000 | 395,923 | 395,923 | 150,153 CHF | 154,113 CHF | 100.00% | 100.00% |
13/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 154,440 CHF | 158,400 CHF | 100.00% | 100.00% |
10/05/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 150,525 CHF | 154,485 CHF | 100.00% | 100.00% |
08/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 396,000 | 396,000 | 395,929 | 395,929 | 158,293 CHF | 162,253 CHF | 99.07% | 99.07% |
07/05/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 396,000 | 396,000 | 395,816 | 395,816 | 153,116 CHF | 157,076 CHF | 99.66% | 99.66% |
06/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 142,155 CHF | 146,115 CHF | 100.00% | 100.00% |
03/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 146,375 CHF | 150,335 CHF | 100.00% | 100.00% |
02/05/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 151,494 CHF | 155,454 CHF | 100.00% | 100.00% |