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 | 1.78% | 0.56 CHF | 0.57 CHF | 158,000 | 158,000 | 157,067 | 157,067 | 87,651 CHF | 89,223 CHF | 100.00% | 100.00% |
15/05/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 158,000 | 158,000 | 158,085 | 158,085 | 81,579 CHF | 83,163 CHF | 99.99% | 99.99% |
14/05/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 158,000 | 158,000 | 157,972 | 157,972 | 84,651 CHF | 86,231 CHF | 100.00% | 100.00% |
13/05/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 84,852 CHF | 86,432 CHF | 100.00% | 100.00% |
10/05/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 82,431 CHF | 84,014 CHF | 100.00% | 100.00% |
08/05/2024 | 2.22% | 0.48 CHF | 0.49 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 72,059 CHF | 73,672 CHF | 99.24% | 99.24% |
07/05/2024 | 2.72% | 0.39 CHF | 0.40 CHF | 164,000 | 164,000 | 163,911 | 163,911 | 59,670 CHF | 61,310 CHF | 97.36% | 97.36% |
06/05/2024 | 2.45% | 0.36 CHF | 0.37 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 65,733 CHF | 67,358 CHF | 98.41% | 98.41% |
03/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 164,000 | 164,000 | 163,313 | 163,313 | 64,038 CHF | 65,671 CHF | 99.98% | 99.98% |
02/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 62,233 CHF | 63,872 CHF | 100.00% | 100.00% |