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 | 0.29% | 3.42 CHF | 3.43 CHF | 221,200 | 221,200 | 221,032 | 221,032 | 762,029 CHF | 764,241 CHF | 100.00% | 100.00% |
15/05/2024 | 0.32% | 3.31 CHF | 3.32 CHF | 240,400 | 240,400 | 239,774 | 239,774 | 757,683 CHF | 760,086 CHF | 99.90% | 99.90% |
14/05/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 243,300 | 243,300 | 243,300 | 243,300 | 714,108 CHF | 716,541 CHF | 99.30% | 99.30% |
13/05/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 248,000 | 248,000 | 248,000 | 248,000 | 728,649 CHF | 731,129 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 277,200 | 277,200 | 277,200 | 277,200 | 793,218 CHF | 795,990 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 296,300 | 296,300 | 296,300 | 296,300 | 752,996 CHF | 755,959 CHF | 99.77% | 99.77% |
07/05/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 339,000 | 339,000 | 338,932 | 338,932 | 789,402 CHF | 792,792 CHF | 96.10% | 96.10% |
06/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 353,300 | 353,300 | 353,300 | 353,300 | 746,858 CHF | 750,391 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370,900 | 370,900 | 370,900 | 370,900 | 736,426 CHF | 740,135 CHF | 99.91% | 99.91% |
02/05/2024 | 0.51% | 1.88 CHF | 1.89 CHF | 355,300 | 355,300 | 355,300 | 355,300 | 696,354 CHF | 699,907 CHF | 99.59% | 99.59% |