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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 1,510,100 | 1,510,100 | 1,503,870 | 1,503,870 | 112,907 CHF | 127,946 CHF | 100.00% | 100.00% |
21/05/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,500,200 | 1,500,200 | 1,492,820 | 1,492,820 | 119,681 CHF | 134,621 CHF | 100.00% | 100.00% |
17/05/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 1,513,800 | 1,513,800 | 1,507,520 | 1,507,520 | 120,140 CHF | 135,215 CHF | 99.33% | 99.33% |
16/05/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1,460,900 | 1,460,900 | 1,453,570 | 1,453,570 | 116,286 CHF | 130,834 CHF | 100.00% | 100.00% |
15/05/2024 | 11.28% | 0.09 CHF | 0.10 CHF | 1,485,000 | 1,485,000 | 1,474,990 | 1,474,990 | 124,020 CHF | 138,809 CHF | 100.00% | 100.00% |
14/05/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1,513,300 | 1,513,300 | 1,507,030 | 1,507,030 | 120,302 CHF | 135,373 CHF | 99.69% | 99.69% |
13/05/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 1,533,300 | 1,533,300 | 1,536,080 | 1,536,080 | 121,141 CHF | 136,502 CHF | 100.00% | 100.00% |
10/05/2024 | 11.68% | 0.08 CHF | 0.09 CHF | 1,578,600 | 1,578,600 | 1,430,480 | 1,430,480 | 115,370 CHF | 129,675 CHF | 100.00% | 100.00% |
08/05/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 1,412,000 | 1,412,000 | 1,405,950 | 1,405,950 | 118,648 CHF | 132,709 CHF | 99.14% | 99.14% |
07/05/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 1,462,200 | 1,462,200 | 1,456,080 | 1,456,080 | 123,767 CHF | 138,328 CHF | 99.63% | 99.63% |