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 | 0.77% | 1.31 CHF | 1.32 CHF | 410,100 | 410,100 | 391,340 | 391,340 | 510,247 CHF | 514,164 CHF | 100.00% | 100.00% |
15/05/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 379,400 | 379,400 | 363,966 | 363,966 | 505,173 CHF | 508,822 CHF | 99.61% | 99.61% |
14/05/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 355,400 | 355,400 | 353,809 | 353,809 | 529,623 CHF | 533,162 CHF | 99.99% | 99.99% |
13/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 352,800 | 352,800 | 348,598 | 348,598 | 530,435 CHF | 533,921 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 345,900 | 345,900 | 325,461 | 325,461 | 505,020 CHF | 508,274 CHF | 99.61% | 99.61% |
08/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 322,300 | 322,300 | 330,534 | 330,534 | 547,060 CHF | 550,365 CHF | 98.95% | 98.95% |
07/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 336,100 | 336,100 | 338,685 | 338,685 | 537,318 CHF | 540,705 CHF | 99.34% | 99.34% |
06/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 340,500 | 340,500 | 330,092 | 330,092 | 515,957 CHF | 519,258 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 323,200 | 323,200 | 306,558 | 306,558 | 498,152 CHF | 501,217 CHF | 99.93% | 99.93% |
02/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 295,700 | 295,700 | 285,163 | 285,163 | 517,759 CHF | 520,610 CHF | 100.00% | 100.00% |