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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 653,700 | 653,700 | 641,051 | 641,051 | 131,006 CHF | 137,419 CHF | 99.48% | 99.48% |
28/05/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 599,800 | 599,800 | 589,468 | 589,468 | 138,920 CHF | 144,815 CHF | 100.00% | 100.00% |
27/05/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 625,000 | 625,000 | 625,024 | 625,024 | 140,327 CHF | 146,585 CHF | 99.79% | 99.79% |
24/05/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 638,700 | 638,700 | 636,060 | 636,060 | 130,333 CHF | 136,693 CHF | 100.00% | 100.00% |
23/05/2024 | 4.76% | 0.22 CHF | 0.23 CHF | 725,900 | 725,900 | 725,121 | 725,121 | 149,050 CHF | 156,304 CHF | 99.65% | 99.65% |
22/05/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 739,800 | 739,800 | 736,119 | 736,119 | 140,649 CHF | 148,010 CHF | 100.00% | 100.00% |
21/05/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 754,600 | 754,600 | 751,464 | 751,464 | 133,709 CHF | 141,230 CHF | 99.54% | 99.54% |
17/05/2024 | 5.71% | 0.19 CHF | 0.20 CHF | 692,800 | 692,800 | 698,789 | 698,789 | 119,173 CHF | 126,161 CHF | 99.26% | 99.26% |
16/05/2024 | 3.91% | 0.20 CHF | 0.21 CHF | 340,200 | 340,200 | 333,304 | 333,304 | 85,677 CHF | 89,013 CHF | 99.42% | 99.42% |
15/05/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 345,600 | 345,600 | 348,065 | 348,065 | 145,405 CHF | 148,894 CHF | 100.00% | 100.00% |