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 | 0.97% | 0.98 CHF | 0.99 CHF | 107,300 | 107,300 | 48,280 | 48,280 | 49,763 CHF | 50,248 CHF | 100.00% | 100.00% |
15/05/2024 | 1.12% | 1.13 CHF | 1.14 CHF | 135,000 | 135,000 | 58,704 | 58,704 | 57,023 CHF | 57,612 CHF | 100.00% | 100.00% |
14/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 133,800 | 133,800 | 59,765 | 59,765 | 52,676 CHF | 53,275 CHF | 99.67% | 99.67% |
13/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 133,900 | 133,900 | 59,956 | 59,956 | 50,700 CHF | 51,300 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 134,100 | 134,100 | 60,106 | 60,106 | 50,727 CHF | 51,329 CHF | 99.88% | 99.88% |
08/05/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 129,800 | 129,800 | 42,975 | 42,975 | 37,138 CHF | 37,568 CHF | 97.41% | 97.41% |
07/05/2024 | 1.37% | 0.88 CHF | 0.89 CHF | 256,000 | 256,000 | 110,357 | 110,357 | 92,487 CHF | 93,592 CHF | 58.15% | 97.02% |
06/05/2024 | - | 0.53 CHF | - CHF | 183,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 170,900 | 170,900 | 69,735 | 69,735 | 45,502 CHF | 46,200 CHF | 100.00% | 100.00% |
02/05/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 141,900 | 141,900 | 64,357 | 64,357 | 48,763 CHF | 49,408 CHF | 100.00% | 100.00% |