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 | 2.46% | 0.41 CHF | 0.42 CHF | 349,400 | 349,400 | 192,384 | 192,384 | 78,834 CHF | 80,765 CHF | 100.00% | 100.00% |
15/05/2024 | 2.14% | 0.43 CHF | 0.44 CHF | 296,400 | 296,400 | 166,705 | 166,705 | 78,185 CHF | 79,859 CHF | 100.00% | 100.00% |
14/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 289,300 | 289,300 | 159,495 | 159,495 | 81,900 CHF | 83,498 CHF | 99.98% | 99.98% |
13/05/2024 | 2.11% | 0.51 CHF | 0.52 CHF | 296,700 | 296,700 | 159,977 | 159,977 | 78,192 CHF | 79,795 CHF | 100.00% | 100.00% |
10/05/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 281,500 | 281,500 | 155,236 | 155,236 | 79,322 CHF | 80,877 CHF | 100.00% | 100.00% |
08/05/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 264,100 | 264,100 | 144,623 | 144,623 | 79,378 CHF | 80,827 CHF | 99.15% | 99.15% |
07/05/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 288,800 | 288,800 | 159,143 | 159,143 | 82,878 CHF | 84,473 CHF | 100.00% | 100.00% |
06/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 246,600 | 246,600 | 136,026 | 136,026 | 78,233 CHF | 79,596 CHF | 100.00% | 100.00% |
03/05/2024 | 1.50% | 0.62 CHF | 0.63 CHF | 198,700 | 198,700 | 111,914 | 111,914 | 74,142 CHF | 75,263 CHF | 99.98% | 99.98% |
02/05/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 192,800 | 192,800 | 105,921 | 105,921 | 77,344 CHF | 78,406 CHF | 100.00% | 100.00% |