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 | 1.54% | 0.65 CHF | 0.66 CHF | 820,100 | 820,100 | 782,579 | 782,579 | 506,068 CHF | 513,901 CHF | 99.99% | 99.99% |
15/05/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 758,800 | 758,800 | 727,930 | 727,930 | 501,431 CHF | 508,730 CHF | 99.61% | 99.61% |
14/05/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 710,700 | 710,700 | 707,518 | 707,518 | 526,280 CHF | 533,356 CHF | 99.99% | 99.99% |
13/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 705,600 | 705,600 | 697,137 | 697,137 | 526,107 CHF | 533,079 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 691,800 | 691,800 | 650,922 | 650,922 | 501,691 CHF | 508,201 CHF | 99.61% | 99.61% |
08/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 644,600 | 644,600 | 661,068 | 661,068 | 543,743 CHF | 550,354 CHF | 98.95% | 98.95% |
07/05/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 672,100 | 672,100 | 677,269 | 677,269 | 533,789 CHF | 540,562 CHF | 99.34% | 99.34% |
06/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 681,000 | 681,000 | 660,185 | 660,185 | 512,872 CHF | 519,474 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 646,400 | 646,400 | 613,121 | 613,121 | 494,953 CHF | 501,084 CHF | 99.95% | 99.95% |
02/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 591,300 | 591,300 | 570,284 | 570,284 | 514,763 CHF | 520,466 CHF | 99.99% | 99.99% |