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 | 3.90% | 0.27 CHF | 0.28 CHF | 470,000 | 470,000 | 459,825 | 459,825 | 115,831 CHF | 120,433 CHF | 100.00% | 100.00% |
15/05/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 460,000 | 460,000 | 457,042 | 457,042 | 105,558 CHF | 110,139 CHF | 100.00% | 100.00% |
14/05/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 460,000 | 460,000 | 460,019 | 460,019 | 114,418 CHF | 119,020 CHF | 100.00% | 100.00% |
13/05/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 460,000 | 460,000 | 466,146 | 466,146 | 116,226 CHF | 120,887 CHF | 100.00% | 100.00% |
10/05/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 470,000 | 470,000 | 460,640 | 460,640 | 111,571 CHF | 116,178 CHF | 100.00% | 100.00% |
08/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 470,000 | 470,000 | 467,964 | 467,964 | 130,752 CHF | 135,433 CHF | 99.14% | 99.14% |
07/05/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 470,000 | 470,000 | 467,702 | 467,702 | 128,859 CHF | 133,540 CHF | 99.85% | 99.85% |
06/05/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 125,966 CHF | 130,646 CHF | 100.00% | 100.00% |
03/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 470,000 | 470,000 | 468,087 | 468,087 | 127,558 CHF | 132,238 CHF | 100.00% | 100.00% |
02/05/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 127,499 CHF | 132,179 CHF | 100.00% | 100.00% |