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 | 2.05% | 0.50 CHF | 0.51 CHF | 512,400 | 512,400 | 282,131 | 282,131 | 139,568 CHF | 142,399 CHF | 100.00% | 100.00% |
15/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 469,700 | 469,700 | 264,197 | 264,197 | 139,932 CHF | 142,585 CHF | 100.00% | 100.00% |
14/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 471,400 | 471,400 | 259,911 | 259,911 | 143,943 CHF | 146,548 CHF | 99.97% | 99.97% |
13/05/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 478,100 | 478,100 | 257,779 | 257,779 | 139,449 CHF | 142,031 CHF | 100.00% | 100.00% |
10/05/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 464,500 | 464,500 | 256,144 | 256,144 | 141,543 CHF | 144,109 CHF | 100.00% | 100.00% |
08/05/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 448,400 | 448,400 | 245,493 | 245,493 | 140,525 CHF | 142,985 CHF | 99.14% | 99.14% |
07/05/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 471,700 | 471,700 | 259,972 | 259,972 | 144,835 CHF | 147,441 CHF | 100.00% | 100.00% |
06/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 433,400 | 433,400 | 239,035 | 239,035 | 139,389 CHF | 141,784 CHF | 100.00% | 100.00% |
03/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 386,700 | 386,700 | 217,722 | 217,722 | 135,703 CHF | 137,884 CHF | 100.00% | 100.00% |
02/05/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 386,700 | 386,700 | 212,401 | 212,401 | 139,341 CHF | 141,469 CHF | 100.00% | 100.00% |