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 | 0.46% | 2.31 CHF | 2.32 CHF | 89,300 | 89,300 | 40,161 | 40,161 | 90,228 CHF | 90,631 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.13 CHF | 2.14 CHF | 84,600 | 84,600 | 36,754 | 36,754 | 86,069 CHF | 86,438 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 79,300 | 79,300 | 35,446 | 35,446 | 87,729 CHF | 88,084 CHF | 99.66% | 99.66% |
13/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 79,300 | 79,300 | 35,530 | 35,530 | 89,691 CHF | 90,047 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 79,200 | 79,200 | 35,472 | 35,472 | 89,726 CHF | 90,082 CHF | 99.88% | 99.88% |
08/05/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 80,100 | 80,100 | 26,561 | 26,561 | 66,579 CHF | 66,845 CHF | 97.41% | 97.41% |
07/05/2024 | 0.43% | 2.48 CHF | 2.49 CHF | 55,500 | 55,500 | 19,544 | 19,544 | 58,895 CHF | 59,110 CHF | 94.61% | 94.61% |
06/05/2024 | 0.27% | 3.91 CHF | 3.92 CHF | 54,100 | 54,100 | 24,210 | 24,210 | 91,972 CHF | 92,214 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 56,400 | 56,400 | 22,993 | 22,993 | 81,713 CHF | 81,944 CHF | 99.94% | 99.94% |
02/05/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 59,600 | 59,600 | 27,022 | 27,022 | 90,947 CHF | 91,218 CHF | 100.00% | 100.00% |