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 | 2.37% | 0.42 CHF | 0.43 CHF | 321,800 | 321,800 | 319,055 | 319,055 | 133,284 CHF | 136,478 CHF | 100.00% | 100.00% |
15/05/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 325,200 | 325,200 | 319,732 | 319,732 | 123,711 CHF | 126,916 CHF | 100.00% | 100.00% |
14/05/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 298,500 | 298,500 | 301,273 | 301,273 | 120,353 CHF | 123,366 CHF | 99.97% | 99.97% |
13/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 303,300 | 303,300 | 302,609 | 302,609 | 129,330 CHF | 132,356 CHF | 100.00% | 100.00% |
10/05/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 307,000 | 307,000 | 305,735 | 305,735 | 128,964 CHF | 132,021 CHF | 100.00% | 100.00% |
08/05/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 305,100 | 305,100 | 301,580 | 301,580 | 133,217 CHF | 136,233 CHF | 99.06% | 99.06% |
07/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 285,200 | 285,200 | 284,349 | 284,349 | 121,880 CHF | 124,724 CHF | 97.65% | 97.65% |
06/05/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 270,700 | 270,700 | 268,295 | 268,295 | 118,270 CHF | 120,953 CHF | 100.00% | 100.00% |
03/05/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 261,800 | 261,800 | 259,450 | 259,450 | 120,800 CHF | 123,394 CHF | 99.99% | 99.99% |
02/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 262,600 | 262,600 | 261,284 | 261,284 | 125,012 CHF | 127,625 CHF | 100.00% | 100.00% |