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 | 4.03% | 0.24 CHF | 0.25 CHF | 301,400 | 301,400 | 302,197 | 302,197 | 73,594 CHF | 76,619 CHF | 100.00% | 100.00% |
15/05/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 297,500 | 297,500 | 295,979 | 295,979 | 74,103 CHF | 77,070 CHF | 100.00% | 100.00% |
14/05/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 294,500 | 294,500 | 297,700 | 297,700 | 79,423 CHF | 82,400 CHF | 99.69% | 99.69% |
13/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 294,700 | 294,700 | 294,513 | 294,513 | 76,577 CHF | 79,522 CHF | 100.00% | 100.00% |
10/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 273,900 | 273,900 | 273,667 | 273,667 | 71,245 CHF | 73,982 CHF | 100.00% | 100.00% |
08/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 277,100 | 277,100 | 276,826 | 276,826 | 77,127 CHF | 79,895 CHF | 99.09% | 99.09% |
07/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 261,900 | 261,900 | 262,098 | 262,098 | 73,191 CHF | 75,812 CHF | 99.70% | 99.70% |
06/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 245,700 | 245,700 | 245,704 | 245,704 | 71,700 CHF | 74,157 CHF | 100.00% | 100.00% |
03/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 231,300 | 231,300 | 231,488 | 231,488 | 72,322 CHF | 74,637 CHF | 99.99% | 99.99% |
02/05/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 247,600 | 247,600 | 246,336 | 246,336 | 79,357 CHF | 81,821 CHF | 100.00% | 100.00% |