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 | 0.73% | 1.36 CHF | 1.37 CHF | 488,700 | 488,700 | 488,330 | 488,330 | 668,208 CHF | 673,095 CHF | 100.00% | 100.00% |
15/05/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 540,500 | 540,500 | 539,098 | 539,098 | 662,067 CHF | 667,472 CHF | 99.89% | 99.89% |
14/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 548,600 | 548,600 | 548,600 | 548,600 | 614,446 CHF | 619,932 CHF | 99.29% | 99.29% |
13/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 561,300 | 561,300 | 561,300 | 561,300 | 629,367 CHF | 634,980 CHF | 100.00% | 100.00% |
10/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 642,200 | 642,200 | 642,196 | 642,200 | 696,663 CHF | 703,088 CHF | 100.00% | 100.00% |
08/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 696,100 | 696,100 | 696,100 | 696,100 | 651,534 CHF | 658,495 CHF | 99.77% | 99.77% |
07/05/2024 | 1.19% | 0.89 CHF | 0.90 CHF | 819,000 | 819,000 | 818,847 | 818,847 | 687,389 CHF | 695,579 CHF | 96.09% | 96.09% |
06/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 861,000 | 861,000 | 861,000 | 861,000 | 639,664 CHF | 648,274 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 913,600 | 913,600 | 913,600 | 913,600 | 626,784 CHF | 635,920 CHF | 99.89% | 99.89% |
02/05/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 866,500 | 866,500 | 866,500 | 866,500 | 583,997 CHF | 592,662 CHF | 99.56% | 99.56% |