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 | 3.83% | 0.27 CHF | 0.28 CHF | 354,200 | 354,200 | 357,575 | 357,575 | 91,727 CHF | 95,306 CHF | 100.00% | 100.00% |
15/05/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 369,600 | 369,600 | 368,645 | 368,645 | 80,323 CHF | 84,019 CHF | 100.00% | 100.00% |
14/05/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 354,600 | 354,600 | 357,299 | 357,299 | 73,102 CHF | 76,675 CHF | 99.69% | 99.69% |
13/05/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 341,600 | 341,600 | 340,431 | 340,431 | 76,859 CHF | 80,264 CHF | 100.00% | 100.00% |
10/05/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 348,600 | 348,600 | 348,923 | 348,923 | 80,426 CHF | 83,915 CHF | 100.00% | 100.00% |
08/05/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 372,100 | 372,100 | 372,313 | 372,313 | 82,123 CHF | 85,846 CHF | 99.08% | 99.08% |
07/05/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 407,400 | 407,400 | 408,046 | 408,046 | 83,296 CHF | 87,376 CHF | 99.93% | 99.93% |
06/05/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 458,400 | 458,400 | 458,685 | 458,685 | 85,572 CHF | 90,159 CHF | 100.00% | 100.00% |
03/05/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 452,400 | 452,400 | 449,683 | 449,683 | 77,503 CHF | 82,000 CHF | 99.99% | 99.99% |
02/05/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 423,800 | 423,800 | 423,224 | 423,224 | 75,357 CHF | 79,590 CHF | 100.00% | 100.00% |