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 | 2.29% | 0.41 CHF | 0.42 CHF | 205,700 | 205,700 | 202,478 | 202,478 | 87,436 CHF | 89,462 CHF | 100.00% | 100.00% |
15/05/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 215,200 | 215,200 | 216,299 | 216,299 | 90,338 CHF | 92,507 CHF | 100.00% | 100.00% |
14/05/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 220,200 | 220,200 | 220,924 | 220,924 | 85,702 CHF | 87,911 CHF | 100.00% | 100.00% |
13/05/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 203,800 | 203,800 | 202,911 | 202,911 | 83,731 CHF | 85,760 CHF | 100.00% | 100.00% |
10/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 216,000 | 216,000 | 216,553 | 216,553 | 97,280 CHF | 99,446 CHF | 100.00% | 100.00% |
08/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 229,700 | 229,700 | 228,868 | 228,868 | 92,012 CHF | 94,301 CHF | 99.25% | 99.25% |
07/05/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 230,800 | 230,800 | 231,316 | 231,316 | 87,335 CHF | 89,648 CHF | 95.29% | 95.29% |
06/05/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 245,200 | 245,200 | 247,737 | 247,737 | 91,542 CHF | 94,020 CHF | 100.00% | 100.00% |
03/05/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 258,200 | 258,200 | 258,492 | 258,492 | 89,747 CHF | 92,332 CHF | 99.99% | 99.99% |
02/05/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 269,500 | 269,500 | 268,514 | 268,514 | 89,724 CHF | 92,409 CHF | 100.00% | 100.00% |