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 | 10.16% | 0.10 CHF | 0.11 CHF | 1,177,500 | 1,177,500 | 1,171,470 | 1,171,470 | 109,732 CHF | 121,458 CHF | 100.00% | 100.00% |
15/05/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1,251,100 | 1,251,100 | 1,242,660 | 1,242,660 | 101,596 CHF | 114,055 CHF | 100.00% | 100.00% |
14/05/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1,207,800 | 1,207,800 | 1,202,800 | 1,202,800 | 96,394 CHF | 108,422 CHF | 99.71% | 99.71% |
13/05/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1,204,600 | 1,204,600 | 1,199,620 | 1,199,620 | 101,793 CHF | 113,789 CHF | 99.49% | 99.49% |
10/05/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1,333,500 | 1,333,500 | 1,328,000 | 1,328,000 | 111,609 CHF | 124,889 CHF | 100.00% | 100.00% |
08/05/2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1,487,200 | 1,487,200 | 1,480,880 | 1,480,880 | 87,253 CHF | 102,063 CHF | 98.93% | 98.93% |
07/05/2024 | 14.21% | 0.07 CHF | 0.08 CHF | 1,531,700 | 1,531,700 | 1,525,310 | 1,525,310 | 99,825 CHF | 115,078 CHF | 98.86% | 98.86% |
06/05/2024 | 14.81% | 0.07 CHF | 0.08 CHF | 1,643,900 | 1,643,900 | 1,637,120 | 1,637,120 | 102,519 CHF | 118,890 CHF | 100.00% | 100.00% |
03/05/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 1,637,200 | 1,637,200 | 1,630,450 | 1,630,450 | 99,464 CHF | 115,769 CHF | 100.00% | 100.00% |
02/05/2024 | 16.27% | 0.06 CHF | 0.07 CHF | 1,709,800 | 1,709,800 | 1,724,320 | 1,724,320 | 97,510 CHF | 114,754 CHF | 98.58% | 98.58% |