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 | 2.04% | 0.49 CHF | 0.50 CHF | 414,800 | 414,800 | 412,674 | 412,674 | 201,061 CHF | 205,191 CHF | 100.00% | 100.00% |
15/05/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 425,900 | 425,900 | 423,012 | 423,012 | 194,942 CHF | 199,183 CHF | 100.00% | 100.00% |
14/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 419,500 | 419,500 | 417,762 | 417,762 | 190,974 CHF | 195,152 CHF | 99.71% | 99.71% |
13/05/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 419,000 | 419,000 | 417,274 | 417,274 | 193,834 CHF | 198,007 CHF | 99.85% | 99.85% |
10/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 438,300 | 438,300 | 436,494 | 436,494 | 201,756 CHF | 206,121 CHF | 100.00% | 100.00% |
08/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 473,800 | 473,800 | 471,791 | 471,791 | 185,832 CHF | 190,550 CHF | 98.93% | 98.93% |
07/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 479,800 | 479,800 | 477,796 | 477,796 | 197,178 CHF | 201,956 CHF | 98.85% | 98.85% |
06/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 506,100 | 506,100 | 504,013 | 504,013 | 203,382 CHF | 208,422 CHF | 100.00% | 100.00% |
03/05/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 490,800 | 490,800 | 488,776 | 488,776 | 195,477 CHF | 200,365 CHF | 99.99% | 99.99% |
02/05/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 500,100 | 500,100 | 504,344 | 504,344 | 194,980 CHF | 200,023 CHF | 98.58% | 98.58% |