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 | 2.14% | 0.49 CHF | 0.50 CHF | 152,800 | 152,800 | 152,025 | 152,025 | 70,554 CHF | 72,076 CHF | 100.00% | 100.00% |
15/05/2024 | 2.04% | 0.45 CHF | 0.46 CHF | 123,300 | 123,300 | 122,473 | 122,473 | 59,829 CHF | 61,057 CHF | 100.00% | 100.00% |
14/05/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 115,200 | 115,200 | 114,204 | 114,204 | 64,562 CHF | 65,704 CHF | 99.31% | 99.31% |
13/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 115,500 | 115,500 | 115,024 | 115,024 | 66,440 CHF | 67,591 CHF | 100.00% | 100.00% |
10/05/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 110,500 | 110,500 | 110,045 | 110,045 | 66,301 CHF | 67,401 CHF | 100.00% | 100.00% |
08/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 105,400 | 105,400 | 104,949 | 104,949 | 66,608 CHF | 67,657 CHF | 99.25% | 99.25% |
07/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 118,300 | 118,300 | 117,798 | 117,798 | 74,365 CHF | 75,543 CHF | 97.61% | 97.61% |
06/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 118,100 | 118,100 | 117,608 | 117,608 | 67,951 CHF | 69,127 CHF | 98.90% | 98.90% |
03/05/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 113,500 | 113,500 | 113,032 | 113,032 | 66,167 CHF | 67,297 CHF | 99.97% | 99.97% |
02/05/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 124,600 | 124,600 | 124,086 | 124,086 | 74,539 CHF | 75,780 CHF | 99.99% | 99.99% |