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 | 1.71% | 0.58 CHF | 0.59 CHF | 130,300 | 130,300 | 128,380 | 128,380 | 74,612 CHF | 75,897 CHF | 100.00% | 100.00% |
15/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 128,300 | 128,300 | 127,449 | 127,449 | 84,920 CHF | 86,198 CHF | 100.00% | 100.00% |
14/05/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 140,900 | 140,900 | 141,537 | 141,537 | 85,823 CHF | 87,238 CHF | 100.00% | 100.00% |
13/05/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 139,400 | 139,400 | 138,257 | 138,257 | 82,170 CHF | 83,553 CHF | 100.00% | 100.00% |
10/05/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 137,900 | 137,900 | 136,920 | 136,920 | 82,633 CHF | 84,002 CHF | 100.00% | 100.00% |
08/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 125,800 | 125,800 | 125,904 | 125,904 | 79,709 CHF | 80,968 CHF | 99.09% | 99.09% |
07/05/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 149,700 | 149,700 | 150,459 | 150,459 | 93,750 CHF | 95,254 CHF | 99.53% | 99.53% |
06/05/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 177,200 | 177,200 | 179,868 | 179,868 | 89,620 CHF | 91,419 CHF | 100.00% | 100.00% |
03/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 199,700 | 199,700 | 200,786 | 200,786 | 88,141 CHF | 90,149 CHF | 99.99% | 99.99% |
02/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 207,200 | 207,200 | 205,380 | 205,380 | 84,410 CHF | 86,463 CHF | 99.99% | 99.99% |