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 | 3.00% | 0.33 CHF | 0.34 CHF | 349,000 | 349,000 | 343,941 | 343,941 | 113,254 CHF | 116,696 CHF | 99.99% | 99.99% |
15/05/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 340,000 | 340,000 | 337,918 | 337,918 | 101,395 CHF | 104,781 CHF | 100.00% | 100.00% |
14/05/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 340,000 | 340,000 | 341,530 | 341,530 | 109,671 CHF | 113,087 CHF | 100.00% | 100.00% |
13/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 349,000 | 349,000 | 346,138 | 346,138 | 112,678 CHF | 116,139 CHF | 100.00% | 100.00% |
10/05/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 349,000 | 349,000 | 346,504 | 346,504 | 111,809 CHF | 115,274 CHF | 100.00% | 100.00% |
08/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 340,000 | 340,000 | 340,287 | 340,287 | 106,335 CHF | 109,738 CHF | 99.09% | 99.09% |
07/05/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 340,000 | 340,000 | 341,624 | 341,624 | 108,509 CHF | 111,927 CHF | 99.93% | 99.93% |
06/05/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 349,000 | 349,000 | 354,374 | 354,374 | 130,609 CHF | 134,153 CHF | 100.00% | 100.00% |
03/05/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 358,000 | 358,000 | 359,967 | 359,967 | 142,618 CHF | 146,218 CHF | 99.99% | 99.99% |
02/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 367,000 | 367,000 | 363,735 | 363,735 | 149,472 CHF | 153,109 CHF | 100.00% | 100.00% |