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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 20.03% | 0.05 CHF | 0.06 CHF | 448,100 | 448,100 | 447,680 | 447,680 | 20,146 CHF | 24,627 CHF | 100.00% | 100.00% |
15/05/2024 | 20.09% | 0.05 CHF | 0.06 CHF | 432,900 | 432,900 | 431,769 | 431,769 | 19,430 CHF | 23,759 CHF | 100.00% | 100.00% |
14/05/2024 | 19.77% | 0.05 CHF | 0.06 CHF | 384,200 | 384,200 | 392,524 | 392,524 | 17,915 CHF | 21,841 CHF | 99.71% | 99.71% |
13/05/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 353,200 | 353,200 | 353,200 | 353,200 | 18,188 CHF | 21,720 CHF | 99.82% | 99.82% |
10/05/2024 | 16.72% | 0.06 CHF | 0.07 CHF | 411,800 | 411,800 | 412,211 | 412,211 | 22,686 CHF | 26,808 CHF | 100.00% | 100.00% |
08/05/2024 | 16.56% | 0.05 CHF | 0.06 CHF | 341,400 | 341,400 | 341,400 | 341,400 | 18,928 CHF | 22,342 CHF | 98.93% | 98.93% |
07/05/2024 | 15.52% | 0.06 CHF | 0.07 CHF | 126,200 | 126,200 | 127,268 | 127,268 | 7,655 CHF | 8,928 CHF | 99.48% | 99.48% |
06/05/2024 | 6.57% | 0.14 CHF | 0.16 CHF | 136,000 | 136,000 | 136,000 | 136,000 | 20,042 CHF | 21,402 CHF | 100.00% | 100.00% |
03/05/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 99,600 | 99,600 | 100,040 | 100,040 | 15,400 CHF | 16,400 CHF | 99.98% | 99.98% |
02/05/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 105,700 | 105,700 | 105,700 | 105,700 | 20,692 CHF | 21,749 CHF | 98.52% | 98.52% |