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 | 2.80% | 0.36 CHF | 0.37 CHF | 349,000 | 349,000 | 343,943 | 343,943 | 121,489 CHF | 124,931 CHF | 100.00% | 100.00% |
15/05/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 340,000 | 340,000 | 337,939 | 337,939 | 109,736 CHF | 113,122 CHF | 100.00% | 100.00% |
14/05/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 340,000 | 340,000 | 341,528 | 341,528 | 118,180 CHF | 121,595 CHF | 100.00% | 100.00% |
13/05/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 349,000 | 349,000 | 346,139 | 346,139 | 120,709 CHF | 124,171 CHF | 100.00% | 100.00% |
10/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 349,000 | 349,000 | 346,505 | 346,505 | 120,081 CHF | 123,546 CHF | 100.00% | 100.00% |
08/05/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 340,000 | 340,000 | 340,285 | 340,285 | 114,354 CHF | 117,757 CHF | 99.09% | 99.09% |
07/05/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 340,000 | 340,000 | 341,621 | 341,621 | 116,768 CHF | 120,186 CHF | 99.94% | 99.94% |
06/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 349,000 | 349,000 | 354,374 | 354,374 | 138,766 CHF | 142,310 CHF | 100.00% | 100.00% |
03/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 358,000 | 358,000 | 359,963 | 359,963 | 150,568 CHF | 154,168 CHF | 99.98% | 99.98% |
02/05/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 367,000 | 367,000 | 363,739 | 363,739 | 157,891 CHF | 161,528 CHF | 100.00% | 100.00% |