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 | 5.23% | 0.23 CHF | 0.24 CHF | 748,800 | 748,800 | 317,719 | 317,719 | 63,195 CHF | 66,385 CHF | 99.97% | 99.97% |
15/05/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 445,100 | 445,100 | 199,493 | 199,493 | 48,481 CHF | 50,510 CHF | 99.76% | 99.76% |
14/05/2024 | 3.22% | 0.26 CHF | 0.27 CHF | 422,200 | 422,200 | 192,710 | 192,710 | 58,320 CHF | 60,252 CHF | 99.83% | 99.83% |
13/05/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 438,000 | 438,000 | 196,928 | 196,928 | 52,899 CHF | 54,877 CHF | 98.43% | 98.43% |
10/05/2024 | 4.35% | 0.27 CHF | 0.28 CHF | 542,100 | 542,100 | 236,096 | 236,096 | 56,236 CHF | 58,601 CHF | 100.00% | 100.00% |
08/05/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 571,600 | 571,600 | 252,923 | 252,923 | 59,659 CHF | 62,194 CHF | 99.07% | 99.07% |
07/05/2024 | 5.42% | 0.20 CHF | 0.21 CHF | 711,300 | 711,300 | 310,955 | 310,955 | 58,677 CHF | 61,793 CHF | 99.71% | 99.71% |
06/05/2024 | 5.87% | 0.18 CHF | 0.19 CHF | 628,800 | 628,800 | 279,944 | 279,944 | 47,356 CHF | 50,178 CHF | 100.00% | 100.00% |
03/05/2024 | 5.12% | 0.21 CHF | 0.22 CHF | 737,600 | 737,600 | 242,508 | 242,508 | 46,759 CHF | 49,197 CHF | 99.14% | 99.14% |
02/05/2024 | - | 0.22 CHF | - CHF | 435,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |