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 | 2.67% | 0.33 CHF | 0.34 CHF | 337,700 | 337,700 | 329,894 | 329,894 | 122,703 CHF | 126,004 CHF | 100.00% | 100.00% |
15/05/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 336,300 | 336,300 | 334,671 | 334,671 | 131,962 CHF | 135,317 CHF | 100.00% | 100.00% |
14/05/2024 | 2.12% | 0.41 CHF | 0.42 CHF | 323,100 | 323,100 | 316,381 | 316,381 | 148,707 CHF | 151,871 CHF | 100.00% | 100.00% |
13/05/2024 | - | 0.44 CHF | 0.40 CHF | 355,000 | 71,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
10/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 377,400 | 377,400 | 375,845 | 375,845 | 149,497 CHF | 153,255 CHF | 100.00% | 100.00% |
08/05/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 406,800 | 406,800 | 405,054 | 405,054 | 136,538 CHF | 140,589 CHF | 98.93% | 98.93% |
07/05/2024 | 3.07% | 0.35 CHF | 0.36 CHF | 448,900 | 448,900 | 447,017 | 447,017 | 143,543 CHF | 148,013 CHF | 99.47% | 99.47% |
06/05/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 464,800 | 464,800 | 455,106 | 455,106 | 140,569 CHF | 145,120 CHF | 100.00% | 100.00% |
03/05/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 451,600 | 451,600 | 445,423 | 445,423 | 134,578 CHF | 139,032 CHF | 99.98% | 99.98% |
02/05/2024 | 2.93% | 0.31 CHF | 0.32 CHF | 523,900 | 523,900 | 521,709 | 521,709 | 175,782 CHF | 180,999 CHF | 98.58% | 98.58% |