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 | - | 0.67 CHF | - CHF | 466,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.31% |
15/05/2024 | - | 0.64 CHF | - CHF | 536,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.53% |
14/05/2024 | 1.98% | 0.53 CHF | 0.51 CHF | 578,000 | 584,400 | 198,306 | 198,306 | 101,187 CHF | 103,175 CHF | 83.83% | 99.40% |
13/05/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 593,500 | 593,500 | 269,048 | 269,048 | 137,857 CHF | 140,552 CHF | 95.02% | 99.00% |
10/05/2024 | - | 0.51 CHF | - CHF | 626,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
08/05/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 571,800 | 571,800 | 249,457 | 249,457 | 131,105 CHF | 133,603 CHF | 98.70% | 98.70% |
07/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 531,300 | 531,300 | 235,868 | 235,868 | 126,080 CHF | 128,442 CHF | 96.68% | 96.68% |
06/05/2024 | 1.98% | 0.56 CHF | 0.57 CHF | 600,900 | 600,900 | 269,453 | 269,453 | 141,210 CHF | 143,909 CHF | 99.93% | 99.93% |
03/05/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 711,100 | 711,100 | 316,453 | 316,453 | 142,635 CHF | 145,804 CHF | 98.80% | 98.80% |
02/05/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 819,600 | 819,600 | 368,929 | 368,929 | 144,180 CHF | 147,874 CHF | 99.47% | 99.47% |