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 | 2.15% | 0.37 CHF | 0.38 CHF | 275,700 | 275,700 | 116,998 | 116,998 | 52,928 CHF | 54,103 CHF | 99.97% | 99.97% |
15/05/2024 | 2.60% | 0.45 CHF | 0.46 CHF | 326,400 | 326,400 | 146,363 | 146,363 | 61,348 CHF | 62,837 CHF | 99.68% | 99.68% |
14/05/2024 | 3.00% | 0.39 CHF | 0.40 CHF | 356,500 | 356,500 | 162,770 | 162,770 | 56,793 CHF | 58,425 CHF | 99.74% | 99.74% |
13/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 348,400 | 348,400 | 156,659 | 156,659 | 61,055 CHF | 62,629 CHF | 98.43% | 98.43% |
10/05/2024 | 2.16% | 0.39 CHF | 0.40 CHF | 298,600 | 298,600 | 130,088 | 130,088 | 59,301 CHF | 60,605 CHF | 100.00% | 100.00% |
08/05/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 271,500 | 271,500 | 120,139 | 120,139 | 55,713 CHF | 56,917 CHF | 99.07% | 99.07% |
07/05/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 214,900 | 214,900 | 93,950 | 93,950 | 56,036 CHF | 56,978 CHF | 99.72% | 99.72% |
06/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 216,100 | 216,100 | 96,265 | 96,265 | 62,556 CHF | 63,526 CHF | 100.00% | 100.00% |
03/05/2024 | 2.71% | 0.53 CHF | 0.54 CHF | 208,000 | 208,000 | 68,387 | 68,387 | 40,155 CHF | 40,980 CHF | 99.14% | 99.14% |
02/05/2024 | - | 0.58 CHF | - CHF | 259,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |