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 | 265,800 | 265,800 | 261,895 | 261,895 | 145,987 CHF | 148,608 CHF | 100.00% | 100.00% |
15/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 260,100 | 260,100 | 258,343 | 258,343 | 154,005 CHF | 156,595 CHF | 100.00% | 100.00% |
14/05/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 271,100 | 271,100 | 272,321 | 272,321 | 154,573 CHF | 157,297 CHF | 99.99% | 99.99% |
13/05/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 273,900 | 273,900 | 271,667 | 271,667 | 152,459 CHF | 155,175 CHF | 100.00% | 100.00% |
10/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 272,600 | 272,600 | 270,652 | 270,652 | 152,626 CHF | 155,332 CHF | 100.00% | 100.00% |
08/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 258,300 | 258,300 | 258,518 | 258,518 | 149,553 CHF | 152,139 CHF | 99.09% | 99.09% |
07/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 279,300 | 279,300 | 280,759 | 280,759 | 160,825 CHF | 163,633 CHF | 99.53% | 99.53% |
06/05/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 305,500 | 305,500 | 310,132 | 310,132 | 157,741 CHF | 160,842 CHF | 100.00% | 100.00% |
03/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 326,700 | 326,700 | 328,447 | 328,447 | 156,460 CHF | 159,744 CHF | 100.00% | 100.00% |
02/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 336,600 | 336,600 | 333,625 | 333,625 | 153,929 CHF | 157,265 CHF | 100.00% | 100.00% |