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 | 1.49% | 0.67 CHF | 0.68 CHF | 346,600 | 346,600 | 154,942 | 154,942 | 105,625 CHF | 107,180 CHF | 100.00% | 100.00% |
15/05/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 335,800 | 335,800 | 148,750 | 148,750 | 98,084 CHF | 99,577 CHF | 99.99% | 99.99% |
14/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 337,900 | 337,900 | 151,289 | 151,289 | 99,266 CHF | 100,782 CHF | 100.00% | 100.00% |
13/05/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 325,200 | 325,200 | 144,550 | 144,550 | 103,465 CHF | 104,913 CHF | 100.00% | 100.00% |
10/05/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 296,900 | 296,900 | 131,963 | 131,963 | 103,248 CHF | 104,570 CHF | 100.00% | 100.00% |
08/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 303,800 | 303,800 | 134,092 | 134,092 | 99,182 CHF | 100,525 CHF | 98.98% | 98.98% |
07/05/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 300,700 | 300,700 | 137,191 | 137,191 | 104,205 CHF | 105,580 CHF | 97.82% | 97.82% |
06/05/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 335,000 | 335,000 | 150,017 | 150,017 | 102,083 CHF | 103,586 CHF | 100.00% | 100.00% |
03/05/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 353,300 | 353,300 | 157,401 | 157,401 | 105,517 CHF | 107,094 CHF | 99.95% | 99.95% |
02/05/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 434,300 | 434,300 | 195,594 | 195,594 | 112,415 CHF | 114,375 CHF | 99.98% | 99.98% |