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 | 4.72% | 0.21 CHF | 0.22 CHF | 589,600 | 589,600 | 584,567 | 584,567 | 121,113 CHF | 126,964 CHF | 100.00% | 100.00% |
15/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 573,100 | 573,100 | 563,443 | 563,443 | 126,039 CHF | 131,688 CHF | 100.00% | 100.00% |
14/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 588,900 | 588,900 | 594,382 | 594,382 | 129,291 CHF | 135,235 CHF | 99.95% | 99.95% |
13/05/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 608,800 | 608,800 | 607,395 | 607,395 | 122,781 CHF | 128,855 CHF | 100.00% | 100.00% |
10/05/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 604,300 | 604,300 | 601,810 | 601,810 | 123,177 CHF | 129,195 CHF | 100.00% | 100.00% |
08/05/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 597,800 | 597,800 | 590,917 | 590,917 | 120,918 CHF | 126,828 CHF | 99.06% | 99.06% |
07/05/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 607,700 | 607,700 | 605,912 | 605,912 | 127,795 CHF | 133,854 CHF | 97.65% | 97.65% |
06/05/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 639,900 | 639,900 | 634,209 | 634,209 | 130,041 CHF | 136,383 CHF | 100.00% | 100.00% |
03/05/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 666,900 | 666,900 | 660,956 | 660,956 | 128,621 CHF | 135,231 CHF | 100.00% | 100.00% |
02/05/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 665,500 | 665,500 | 662,175 | 662,175 | 126,135 CHF | 132,756 CHF | 100.00% | 100.00% |