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 | 4.24% | 0.24 CHF | 0.25 CHF | 107,700 | 107,700 | 107,599 | 107,599 | 24,910 CHF | 25,987 CHF | 100.00% | 100.00% |
15/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 109,600 | 109,600 | 109,314 | 109,314 | 24,955 CHF | 26,051 CHF | 100.00% | 100.00% |
14/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 115,700 | 115,700 | 118,215 | 118,215 | 26,321 CHF | 27,503 CHF | 99.70% | 99.70% |
13/05/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 129,000 | 129,000 | 129,000 | 129,000 | 26,454 CHF | 27,744 CHF | 99.82% | 99.82% |
10/05/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 118,300 | 118,300 | 118,416 | 118,416 | 23,346 CHF | 24,531 CHF | 100.00% | 100.00% |
08/05/2024 | 4.90% | 0.22 CHF | 0.23 CHF | 128,400 | 128,400 | 128,400 | 128,400 | 25,572 CHF | 26,856 CHF | 98.93% | 98.93% |
07/05/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 168,800 | 168,800 | 170,225 | 170,225 | 32,681 CHF | 34,383 CHF | 99.48% | 99.48% |
06/05/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 198,300 | 198,300 | 198,300 | 198,300 | 25,414 CHF | 27,397 CHF | 100.00% | 100.00% |
03/05/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 224,800 | 224,800 | 225,785 | 225,785 | 28,125 CHF | 30,383 CHF | 100.00% | 100.00% |
02/05/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 232,000 | 232,000 | 232,000 | 232,000 | 24,904 CHF | 27,224 CHF | 98.52% | 98.52% |