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 | 21.97% | 0.04 CHF | 0.05 CHF | 1,199,600 | 1,199,600 | 661,366 | 661,366 | 27,557 CHF | 34,183 CHF | 99.98% | 99.98% |
13/05/2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1,199,900 | 1,199,900 | 661,489 | 661,489 | 26,898 CHF | 33,527 CHF | 100.00% | 100.00% |
10/05/2024 | 20.33% | 0.05 CHF | 0.06 CHF | 1,178,000 | 1,178,000 | 642,279 | 642,279 | 28,866 CHF | 35,301 CHF | 100.00% | 100.00% |
08/05/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1,236,600 | 1,236,600 | 676,448 | 676,448 | 27,058 CHF | 33,836 CHF | 97.89% | 97.89% |
07/05/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1,251,500 | 1,251,500 | 693,142 | 693,142 | 27,726 CHF | 34,671 CHF | 98.10% | 98.10% |
06/05/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1,296,900 | 1,296,900 | 715,246 | 715,246 | 28,610 CHF | 35,776 CHF | 100.00% | 100.00% |
03/05/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1,275,000 | 1,275,000 | 696,598 | 696,598 | 26,683 CHF | 33,662 CHF | 99.97% | 99.97% |
02/05/2024 | 24.92% | 0.04 CHF | 0.05 CHF | 1,318,200 | 1,318,200 | 486,744 | 486,744 | 17,668 CHF | 22,542 CHF | 99.98% | 99.98% |
30/04/2024 | 20.57% | 0.04 CHF | 0.05 CHF | 1,096,000 | 1,096,000 | 604,582 | 604,582 | 26,618 CHF | 32,677 CHF | 99.70% | 99.70% |
29/04/2024 | 20.32% | 0.05 CHF | 0.06 CHF | 1,138,000 | 1,138,000 | 630,502 | 630,502 | 28,373 CHF | 34,690 CHF | 98.03% | 98.03% |