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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,119,400 | 1,119,400 | 1,120,050 | 1,120,050 | 50,402 CHF | 61,604 CHF | 100.00% | 100.00% |
13/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,133,400 | 1,133,400 | 1,129,200 | 1,129,200 | 50,814 CHF | 62,106 CHF | 100.00% | 100.00% |
10/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,198,000 | 1,198,000 | 1,199,460 | 1,199,460 | 53,976 CHF | 65,970 CHF | 100.00% | 100.00% |
08/05/2024 | 24.67% | 0.04 CHF | 0.05 CHF | 1,338,300 | 1,338,300 | 1,332,460 | 1,332,460 | 47,441 CHF | 60,767 CHF | 99.24% | 99.24% |
07/05/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,426,300 | 1,426,300 | 1,423,480 | 1,423,480 | 49,822 CHF | 64,058 CHF | 97.06% | 97.06% |
06/05/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,497,700 | 1,497,700 | 1,492,470 | 1,492,470 | 52,237 CHF | 67,161 CHF | 100.00% | 100.00% |
03/05/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,450,600 | 1,450,600 | 1,436,320 | 1,436,320 | 50,271 CHF | 64,635 CHF | 100.00% | 100.00% |
02/05/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,538,300 | 1,538,300 | 1,524,560 | 1,524,560 | 53,360 CHF | 68,605 CHF | 100.00% | 100.00% |
30/04/2024 | 25.17% | 0.03 CHF | 0.04 CHF | 1,509,400 | 1,509,400 | 1,479,220 | 1,479,220 | 51,448 CHF | 66,246 CHF | 100.00% | 100.00% |
29/04/2024 | 25.48% | 0.04 CHF | 0.05 CHF | 1,593,100 | 1,593,100 | 1,593,770 | 1,593,770 | 54,704 CHF | 70,645 CHF | 100.00% | 100.00% |