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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,924,600 | 1,924,600 | 1,939,970 | 1,939,970 | 38,799 CHF | 58,200 CHF | 99.54% | 99.54% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,916,100 | 1,916,100 | 1,914,390 | 1,914,390 | 38,288 CHF | 57,432 CHF | 100.00% | 100.00% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,749,000 | 1,749,000 | 1,752,310 | 1,752,310 | 35,046 CHF | 52,569 CHF | 100.00% | 100.00% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,804,100 | 1,804,100 | 1,799,840 | 1,799,840 | 35,997 CHF | 53,995 CHF | 100.00% | 100.00% |
30/04/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1,858,900 | 1,858,900 | 1,857,020 | 1,857,020 | 37,141 CHF | 55,720 CHF | 100.00% | 100.00% |
29/04/2024 | 39.49% | 0.02 CHF | 0.03 CHF | 1,597,200 | 1,597,200 | 1,605,800 | 1,605,800 | 32,734 CHF | 48,792 CHF | 100.00% | 100.00% |
26/04/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,406,200 | 1,406,200 | 1,418,380 | 1,418,380 | 35,459 CHF | 49,643 CHF | 67.21% | 67.21% |
25/04/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,540,200 | 1,540,200 | 1,537,660 | 1,537,660 | 38,442 CHF | 53,818 CHF | 100.00% | 100.00% |
23/04/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,646,800 | 1,646,800 | 1,651,010 | 1,651,010 | 41,269 CHF | 57,780 CHF | 100.00% | 100.00% |
22/04/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,378,400 | 1,378,400 | 1,388,370 | 1,388,370 | 34,709 CHF | 48,593 CHF | 100.00% | 100.00% |