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 | 4.55% | 0.23 CHF | 0.24 CHF | 1,729,100 | 1,729,100 | 871,027 | 871,027 | 190,796 CHF | 199,540 CHF | 100.00% | 100.00% |
15/05/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 1,639,300 | 1,639,300 | 801,849 | 801,849 | 187,898 CHF | 195,973 CHF | 100.00% | 100.00% |
14/05/2024 | 4.58% | 0.25 CHF | 0.26 CHF | 1,738,600 | 1,738,600 | 894,459 | 894,459 | 198,955 CHF | 207,919 CHF | 99.98% | 99.98% |
13/05/2024 | 4.91% | 0.22 CHF | 0.23 CHF | 1,899,800 | 1,899,800 | 965,266 | 965,266 | 199,704 CHF | 209,377 CHF | 100.00% | 100.00% |
10/05/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 1,836,600 | 1,836,600 | 883,401 | 883,401 | 187,561 CHF | 196,414 CHF | 100.00% | 100.00% |
08/05/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 1,603,300 | 1,603,300 | 788,709 | 788,709 | 178,590 CHF | 186,494 CHF | 95.77% | 95.77% |
07/05/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 1,369,800 | 1,369,800 | 671,700 | 671,700 | 179,053 CHF | 185,785 CHF | 97.29% | 97.29% |
06/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1,431,400 | 1,431,400 | 713,072 | 713,072 | 203,160 CHF | 210,302 CHF | 98.41% | 98.41% |
03/05/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 1,490,700 | 1,490,700 | 723,735 | 723,735 | 192,787 CHF | 200,039 CHF | 99.97% | 99.97% |
02/05/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 1,458,300 | 1,458,300 | 719,289 | 719,289 | 196,108 CHF | 203,316 CHF | 100.00% | 100.00% |