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 | 1.47% | 0.67 CHF | 0.68 CHF | 154,000 | 154,000 | 153,885 | 153,885 | 104,422 CHF | 105,962 CHF | 100.00% | 100.00% |
15/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 155,000 | 155,000 | 155,353 | 155,353 | 108,410 CHF | 109,967 CHF | 100.00% | 100.00% |
14/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 155,000 | 155,000 | 154,582 | 154,582 | 105,803 CHF | 107,350 CHF | 99.96% | 99.96% |
13/05/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 109,748 CHF | 111,309 CHF | 100.00% | 100.00% |
10/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 153,000 | 153,000 | 151,925 | 151,925 | 108,702 CHF | 110,221 CHF | 100.00% | 100.00% |
08/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 111,467 CHF | 112,996 CHF | 99.24% | 99.24% |
07/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 153,000 | 153,000 | 153,493 | 153,493 | 113,326 CHF | 114,862 CHF | 97.36% | 97.36% |
06/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 153,000 | 153,000 | 152,865 | 152,865 | 111,523 CHF | 113,052 CHF | 98.44% | 98.44% |
03/05/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 153,000 | 153,000 | 151,105 | 151,105 | 106,710 CHF | 108,221 CHF | 99.98% | 99.98% |
02/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 116,844 CHF | 118,393 CHF | 99.98% | 99.98% |