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 | 0.97% | 1.05 CHF | 1.06 CHF | 129,700 | 129,700 | 71,417 | 71,417 | 75,442 CHF | 76,159 CHF | 100.00% | 100.00% |
15/05/2024 | 1.08% | 1.01 CHF | 1.02 CHF | 144,800 | 144,800 | 81,472 | 81,472 | 77,700 CHF | 78,518 CHF | 100.00% | 100.00% |
14/05/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 157,400 | 157,400 | 86,803 | 86,803 | 77,312 CHF | 78,182 CHF | 99.91% | 99.91% |
13/05/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 154,100 | 154,100 | 83,103 | 83,103 | 77,080 CHF | 77,913 CHF | 100.00% | 100.00% |
10/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 160,200 | 160,200 | 88,348 | 88,348 | 79,101 CHF | 79,986 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 168,100 | 168,100 | 92,071 | 92,071 | 77,692 CHF | 78,614 CHF | 99.15% | 99.15% |
07/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 155,800 | 155,800 | 85,901 | 85,901 | 76,150 CHF | 77,011 CHF | 100.00% | 100.00% |
06/05/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 173,400 | 173,400 | 95,642 | 95,642 | 78,494 CHF | 79,452 CHF | 100.00% | 100.00% |
03/05/2024 | 1.38% | 0.78 CHF | 0.79 CHF | 199,600 | 199,600 | 112,373 | 112,373 | 83,645 CHF | 84,771 CHF | 99.99% | 99.99% |
02/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 217,300 | 217,300 | 119,332 | 119,332 | 83,204 CHF | 84,399 CHF | 99.99% | 99.99% |