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 | 3.31% | 0.30 CHF | 0.31 CHF | 549,600 | 549,600 | 546,784 | 546,784 | 162,637 CHF | 168,110 CHF | 100.00% | 100.00% |
15/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 569,300 | 569,300 | 565,462 | 565,462 | 154,977 CHF | 160,647 CHF | 100.00% | 100.00% |
14/05/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 558,000 | 558,000 | 555,690 | 555,690 | 150,649 CHF | 156,206 CHF | 99.71% | 99.71% |
13/05/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 557,100 | 557,100 | 554,805 | 554,805 | 155,403 CHF | 160,951 CHF | 99.83% | 99.83% |
10/05/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 591,200 | 591,200 | 588,764 | 588,764 | 164,039 CHF | 169,926 CHF | 100.00% | 100.00% |
08/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 644,400 | 644,400 | 641,662 | 641,662 | 145,601 CHF | 152,018 CHF | 98.93% | 98.93% |
07/05/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 655,400 | 655,400 | 652,665 | 652,665 | 157,762 CHF | 164,288 CHF | 98.85% | 98.85% |
06/05/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 694,300 | 694,300 | 691,437 | 691,437 | 162,285 CHF | 169,199 CHF | 100.00% | 100.00% |
03/05/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 677,800 | 677,800 | 675,005 | 675,005 | 156,439 CHF | 163,189 CHF | 100.00% | 100.00% |
02/05/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 694,900 | 694,900 | 700,794 | 700,794 | 155,092 CHF | 162,100 CHF | 98.56% | 98.56% |