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 | 3.38% | 0.27 CHF | 0.28 CHF | 354,500 | 354,500 | 352,806 | 352,806 | 102,759 CHF | 106,290 CHF | 100.00% | 100.00% |
15/05/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 376,700 | 376,700 | 374,204 | 374,204 | 106,088 CHF | 109,839 CHF | 100.00% | 100.00% |
14/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 377,200 | 377,200 | 375,637 | 375,637 | 101,717 CHF | 105,474 CHF | 100.00% | 100.00% |
13/05/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 351,800 | 351,800 | 350,349 | 350,349 | 98,092 CHF | 101,596 CHF | 100.00% | 100.00% |
10/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 382,500 | 382,500 | 380,924 | 380,924 | 110,613 CHF | 114,422 CHF | 100.00% | 100.00% |
08/05/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 397,000 | 397,000 | 395,299 | 395,299 | 95,591 CHF | 99,544 CHF | 99.06% | 99.06% |
07/05/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 533,100 | 533,100 | 546,701 | 546,701 | 131,185 CHF | 136,652 CHF | 97.05% | 97.05% |
06/05/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 675,300 | 675,300 | 672,515 | 672,515 | 104,669 CHF | 111,394 CHF | 100.00% | 100.00% |
03/05/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 681,500 | 681,500 | 678,690 | 678,690 | 104,191 CHF | 110,978 CHF | 100.00% | 100.00% |
02/05/2024 | 6.01% | 0.15 CHF | 0.16 CHF | 590,600 | 590,600 | 588,165 | 588,165 | 95,032 CHF | 100,914 CHF | 100.00% | 100.00% |