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 | 2.69% | 0.36 CHF | 0.37 CHF | 265,000 | 265,000 | 260,481 | 260,481 | 95,580 CHF | 98,187 CHF | 100.00% | 100.00% |
15/05/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 245,000 | 245,000 | 244,006 | 244,006 | 94,972 CHF | 97,418 CHF | 100.00% | 100.00% |
14/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 245,000 | 245,000 | 243,955 | 243,955 | 98,609 CHF | 101,049 CHF | 100.00% | 100.00% |
13/05/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 92,502 CHF | 94,991 CHF | 100.00% | 100.00% |
10/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 250,893 | 250,893 | 87,855 CHF | 90,364 CHF | 100.00% | 100.00% |
08/05/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 255,000 | 255,000 | 253,870 | 253,870 | 85,022 CHF | 87,561 CHF | 98.84% | 98.84% |
07/05/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 245,000 | 245,000 | 247,713 | 247,713 | 95,130 CHF | 97,609 CHF | 97.92% | 97.92% |
06/05/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 96,280 CHF | 98,757 CHF | 100.00% | 100.00% |
03/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 92,591 CHF | 95,080 CHF | 100.00% | 100.00% |
02/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 92,200 CHF | 94,690 CHF | 100.00% | 100.00% |