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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 4.87% | 0.11 CHF | 0.11 CHF | 2,232,700 | 2,232,700 | 2,232,200 | 2,232,200 | 224,014 CHF | 235,177 CHF | 100.00% | 100.00% |
22/05/2024 | 4.40% | 0.11 CHF | 0.12 CHF | 1,982,600 | 1,982,600 | 1,982,600 | 1,982,600 | 220,296 CHF | 230,209 CHF | 100.00% | 100.00% |
21/05/2024 | 4.77% | 0.11 CHF | 0.11 CHF | 2,134,800 | 2,134,800 | 2,134,790 | 2,134,790 | 218,717 CHF | 229,391 CHF | 99.53% | 99.53% |
17/05/2024 | 4.55% | 0.11 CHF | 0.12 CHF | 2,051,500 | 2,051,500 | 2,051,500 | 2,051,500 | 220,518 CHF | 230,776 CHF | 100.00% | 100.00% |
16/05/2024 | 4.66% | 0.11 CHF | 0.12 CHF | 2,114,500 | 2,114,500 | 2,112,580 | 2,112,580 | 221,871 CHF | 232,443 CHF | 100.00% | 100.00% |
15/05/2024 | 4.18% | 0.12 CHF | 0.12 CHF | 1,852,900 | 1,852,900 | 1,848,220 | 1,848,220 | 217,857 CHF | 227,122 CHF | 100.00% | 100.00% |
14/05/2024 | 4.13% | 0.12 CHF | 0.12 CHF | 1,839,800 | 1,839,800 | 1,839,790 | 1,839,790 | 217,986 CHF | 227,185 CHF | 99.32% | 99.32% |
13/05/2024 | 3.92% | 0.13 CHF | 0.13 CHF | 1,763,400 | 1,763,400 | 1,763,400 | 1,763,400 | 220,298 CHF | 229,115 CHF | 100.00% | 100.00% |
10/05/2024 | 4.13% | 0.12 CHF | 0.13 CHF | 1,783,400 | 1,783,400 | 1,783,400 | 1,783,400 | 211,646 CHF | 220,563 CHF | 100.00% | 100.00% |
08/05/2024 | 4.06% | 0.12 CHF | 0.13 CHF | 1,770,000 | 1,770,000 | 1,770,000 | 1,770,000 | 213,366 CHF | 222,216 CHF | 99.77% | 99.77% |