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 | 1.28% | 0.78 CHF | 0.79 CHF | 879,300 | 879,300 | 848,417 | 848,417 | 660,767 CHF | 669,259 CHF | 100.00% | 100.00% |
15/05/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 829,200 | 829,200 | 803,072 | 803,072 | 656,134 CHF | 664,186 CHF | 99.85% | 99.85% |
14/05/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 789,200 | 789,200 | 786,548 | 786,548 | 680,834 CHF | 688,699 CHF | 99.32% | 99.32% |
13/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 784,900 | 784,900 | 777,757 | 777,757 | 680,742 CHF | 688,519 CHF | 100.00% | 100.00% |
10/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 773,300 | 773,300 | 738,366 | 738,366 | 656,184 CHF | 663,568 CHF | 100.00% | 100.00% |
08/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 733,600 | 733,600 | 747,909 | 747,909 | 697,079 CHF | 704,558 CHF | 98.95% | 98.95% |
07/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 757,500 | 757,500 | 761,947 | 761,947 | 687,268 CHF | 694,888 CHF | 99.34% | 99.34% |
06/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 765,200 | 765,200 | 747,316 | 747,316 | 666,422 CHF | 673,895 CHF | 100.00% | 100.00% |
03/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 735,600 | 735,600 | 706,729 | 706,729 | 649,112 CHF | 656,179 CHF | 99.97% | 99.97% |
02/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 687,800 | 687,800 | 669,180 | 669,180 | 668,539 CHF | 675,231 CHF | 100.00% | 100.00% |