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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 16.45% | 0.06 CHF | 0.07 CHF | 1,323,400 | 1,323,400 | 1,322,140 | 1,322,140 | 73,850 CHF | 87,072 CHF | 100.00% | 100.00% |
03/05/2024 | 16.85% | 0.06 CHF | 0.07 CHF | 1,242,700 | 1,242,700 | 1,227,250 | 1,227,250 | 66,743 CHF | 79,016 CHF | 100.00% | 100.00% |
02/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,254,300 | 1,254,300 | 1,253,240 | 1,253,240 | 75,195 CHF | 87,727 CHF | 100.00% | 100.00% |
30/04/2024 | 16.14% | 0.06 CHF | 0.07 CHF | 1,358,100 | 1,358,100 | 1,341,530 | 1,341,530 | 76,612 CHF | 90,032 CHF | 100.00% | 100.00% |
29/04/2024 | 15.96% | 0.06 CHF | 0.07 CHF | 1,276,400 | 1,276,400 | 1,280,830 | 1,280,830 | 73,975 CHF | 86,783 CHF | 100.00% | 100.00% |
26/04/2024 | 15.78% | 0.06 CHF | 0.07 CHF | 1,229,000 | 1,229,000 | 1,233,550 | 1,233,550 | 72,104 CHF | 84,439 CHF | 98.65% | 98.65% |
25/04/2024 | 14.87% | 0.06 CHF | 0.07 CHF | 1,201,800 | 1,201,800 | 1,211,250 | 1,211,250 | 75,499 CHF | 87,611 CHF | 100.00% | 100.00% |
23/04/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,240,500 | 1,240,500 | 1,246,790 | 1,246,790 | 74,808 CHF | 87,277 CHF | 100.00% | 100.00% |
22/04/2024 | 14.90% | 0.06 CHF | 0.07 CHF | 1,163,500 | 1,163,500 | 1,170,480 | 1,170,480 | 72,833 CHF | 84,538 CHF | 100.00% | 100.00% |
19/04/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1,234,200 | 1,234,200 | 1,244,670 | 1,244,670 | 80,903 CHF | 93,350 CHF | 100.00% | 100.00% |