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 | 5.33% | 0.19 CHF | 0.20 CHF | 413,500 | 413,500 | 415,223 | 415,223 | 75,947 CHF | 80,104 CHF | 100.00% | 100.00% |
15/05/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 432,000 | 432,000 | 428,059 | 428,059 | 77,717 CHF | 82,009 CHF | 100.00% | 100.00% |
14/05/2024 | 5.59% | 0.17 CHF | 0.18 CHF | 432,700 | 432,700 | 430,974 | 430,974 | 74,986 CHF | 79,295 CHF | 99.98% | 99.98% |
13/05/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 456,900 | 456,900 | 462,496 | 462,496 | 77,953 CHF | 82,578 CHF | 100.00% | 100.00% |
10/05/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 481,900 | 481,900 | 471,239 | 471,239 | 75,440 CHF | 80,153 CHF | 100.00% | 100.00% |
08/05/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 404,100 | 404,100 | 394,978 | 394,978 | 70,574 CHF | 74,524 CHF | 99.06% | 99.06% |
07/05/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 409,400 | 409,400 | 414,247 | 414,247 | 77,137 CHF | 81,279 CHF | 97.65% | 97.65% |
06/05/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 435,500 | 435,500 | 437,072 | 437,072 | 76,817 CHF | 81,188 CHF | 100.00% | 100.00% |
03/05/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 452,000 | 452,000 | 449,700 | 449,700 | 76,750 CHF | 81,247 CHF | 99.99% | 99.99% |
02/05/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 459,600 | 459,600 | 462,501 | 462,501 | 74,572 CHF | 79,197 CHF | 100.00% | 100.00% |