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 | 1.99% | 0.50 CHF | 0.51 CHF | 158,300 | 158,300 | 157,884 | 157,884 | 78,477 CHF | 80,057 CHF | 100.00% | 100.00% |
15/05/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 176,900 | 176,900 | 178,840 | 178,840 | 84,455 CHF | 86,248 CHF | 100.00% | 100.00% |
14/05/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 218,800 | 218,800 | 221,587 | 221,587 | 90,407 CHF | 92,623 CHF | 99.67% | 99.67% |
13/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 226,500 | 226,500 | 225,513 | 225,513 | 77,170 CHF | 79,425 CHF | 100.00% | 100.00% |
10/05/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 233,100 | 233,100 | 234,037 | 234,037 | 79,779 CHF | 82,119 CHF | 100.00% | 100.00% |
08/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 234,300 | 234,300 | 234,668 | 234,668 | 77,801 CHF | 80,148 CHF | 99.07% | 99.07% |
07/05/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 245,600 | 245,600 | 248,292 | 248,292 | 79,719 CHF | 82,202 CHF | 97.67% | 97.67% |
06/05/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 249,300 | 249,300 | 251,056 | 251,056 | 76,415 CHF | 78,926 CHF | 100.00% | 100.00% |
03/05/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 258,000 | 258,000 | 257,670 | 257,670 | 80,962 CHF | 83,538 CHF | 100.00% | 100.00% |
02/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 276,100 | 276,100 | 276,543 | 276,543 | 80,159 CHF | 82,925 CHF | 100.00% | 100.00% |