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 | 6.37% | 0.16 CHF | 0.17 CHF | 1,972,800 | 1,972,800 | 883,036 | 883,036 | 135,595 CHF | 144,444 CHF | 100.00% | 100.00% |
13/05/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1,930,300 | 1,930,300 | 857,872 | 857,872 | 139,509 CHF | 148,104 CHF | 100.00% | 100.00% |
10/05/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,825,100 | 1,825,100 | 810,981 | 810,981 | 139,252 CHF | 147,377 CHF | 100.00% | 100.00% |
08/05/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1,850,000 | 1,850,000 | 816,235 | 816,235 | 135,311 CHF | 143,490 CHF | 98.99% | 98.99% |
07/05/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 1,830,000 | 1,830,000 | 834,611 | 834,611 | 140,495 CHF | 148,858 CHF | 97.82% | 97.82% |
06/05/2024 | 6.31% | 0.16 CHF | 0.17 CHF | 1,967,200 | 1,967,200 | 880,729 | 880,729 | 137,929 CHF | 146,752 CHF | 100.00% | 100.00% |
03/05/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 2,028,800 | 2,028,800 | 903,486 | 903,486 | 140,585 CHF | 149,636 CHF | 99.96% | 99.96% |
02/05/2024 | 7.04% | 0.14 CHF | 0.16 CHF | 2,304,400 | 2,304,400 | 1,037,700 | 1,037,700 | 145,681 CHF | 156,077 CHF | 99.98% | 99.98% |
30/04/2024 | - | 0.14 CHF | - CHF | 2,189,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
29/04/2024 | 6.87% | 0.14 CHF | 0.14 CHF | 2,274,600 | 2,274,600 | 981,839 | 981,839 | 139,360 CHF | 149,197 CHF | 99.56% | 99.56% |