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 | 0.38% | 2.66 CHF | 2.67 CHF | 380,200 | 380,200 | 370,912 | 370,912 | 984,408 CHF | 988,121 CHF | 100.00% | 100.00% |
15/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 365,400 | 365,400 | 357,165 | 357,165 | 978,026 CHF | 981,606 CHF | 99.84% | 99.84% |
14/05/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 353,200 | 353,200 | 352,387 | 352,387 | 1,002,860 CHF | 1,006,390 CHF | 99.99% | 99.99% |
13/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 351,900 | 351,900 | 349,739 | 349,739 | 1,002,470 CHF | 1,005,970 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 348,400 | 348,400 | 337,554 | 337,554 | 977,207 CHF | 980,582 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 336,300 | 336,300 | 340,749 | 340,749 | 1,018,330 CHF | 1,021,740 CHF | 98.95% | 98.95% |
07/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 343,800 | 343,800 | 345,195 | 345,195 | 1,008,870 CHF | 1,012,320 CHF | 99.34% | 99.34% |
06/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 346,200 | 346,200 | 340,637 | 340,637 | 987,084 CHF | 990,491 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 337,000 | 337,000 | 327,896 | 327,896 | 969,132 CHF | 972,411 CHF | 99.94% | 99.94% |
02/05/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 322,000 | 322,000 | 316,013 | 316,013 | 989,216 CHF | 992,376 CHF | 100.00% | 100.00% |