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 | 0.42% | 2.47 CHF | 2.48 CHF | 174,000 | 174,000 | 78,225 | 78,225 | 191,869 CHF | 192,654 CHF | 99.57% | 99.96% |
15/05/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 176,000 | 176,000 | 176,938 | 176,938 | 412,213 CHF | 413,982 CHF | 12.00% | 99.98% |
14/05/2024 | 0.51% | 2.06 CHF | 1.97 CHF | 182,000 | 184,000 | 63,148 | 63,148 | 126,143 CHF | 126,776 CHF | 84.27% | 99.66% |
13/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 183,000 | 183,000 | 72,984 | 72,984 | 147,556 CHF | 148,288 CHF | 86.82% | 99.94% |
10/05/2024 | - | 1.99 CHF | - CHF | 184,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/05/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 183,000 | 183,000 | 80,317 | 80,317 | 163,955 CHF | 164,759 CHF | 98.99% | 98.99% |
07/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 183,000 | 183,000 | 81,594 | 81,594 | 168,616 CHF | 169,434 CHF | 99.53% | 99.53% |
06/05/2024 | 0.52% | 2.13 CHF | 2.14 CHF | 181,000 | 181,000 | 81,495 | 81,495 | 164,237 CHF | 165,053 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 1.79 CHF | 1.80 CHF | 189,000 | 189,000 | 85,496 | 85,496 | 149,961 CHF | 150,817 CHF | 99.82% | 99.82% |
02/05/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 193,000 | 193,000 | 87,769 | 87,769 | 132,909 CHF | 133,788 CHF | 99.94% | 99.94% |