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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 315,200 | 315,200 | 314,370 | 314,370 | 63,492 CHF | 66,644 CHF | 100.00% | 100.00% |
14/05/2024 | 5.44% | 0.19 CHF | 0.20 CHF | 332,000 | 332,000 | 332,256 | 332,256 | 59,456 CHF | 62,778 CHF | 100.00% | 100.00% |
13/05/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 346,100 | 346,100 | 346,100 | 346,100 | 62,606 CHF | 66,067 CHF | 100.00% | 100.00% |
10/05/2024 | 6.22% | 0.17 CHF | 0.18 CHF | 423,900 | 423,900 | 423,900 | 423,900 | 66,202 CHF | 70,441 CHF | 100.00% | 100.00% |
08/05/2024 | 6.52% | 0.14 CHF | 0.16 CHF | 371,900 | 371,900 | 371,900 | 371,900 | 55,275 CHF | 58,994 CHF | 99.09% | 99.09% |
07/05/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 555,400 | 555,400 | 537,724 | 537,724 | 95,154 CHF | 100,531 CHF | 99.53% | 99.53% |
06/05/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 634,900 | 634,900 | 634,900 | 634,900 | 62,334 CHF | 68,683 CHF | 100.00% | 100.00% |
03/05/2024 | 10.74% | 0.09 CHF | 0.10 CHF | 688,800 | 688,800 | 689,122 | 689,122 | 60,762 CHF | 67,653 CHF | 100.00% | 100.00% |
02/05/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 726,800 | 726,800 | 722,299 | 722,299 | 60,577 CHF | 67,800 CHF | 100.00% | 100.00% |
30/04/2024 | 10.70% | 0.08 CHF | 0.09 CHF | 679,000 | 679,000 | 653,130 | 653,130 | 57,858 CHF | 64,392 CHF | 100.00% | 100.00% |