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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 1,439,000 | 1,439,000 | 1,439,000 | 1,439,000 | 1,060,800 CHF | 1,075,190 CHF | 100.00% | 100.00% |
16/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 1,406,400 | 1,406,400 | 1,405,540 | 1,405,540 | 1,068,380 CHF | 1,082,440 CHF | 100.00% | 100.00% |
15/05/2024 | 1.48% | 0.73 CHF | 0.74 CHF | 1,585,700 | 1,585,700 | 1,581,550 | 1,581,550 | 1,065,240 CHF | 1,081,100 CHF | 100.00% | 100.00% |
14/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 1,669,200 | 1,669,200 | 1,669,070 | 1,669,070 | 1,047,870 CHF | 1,064,560 CHF | 100.00% | 100.00% |
13/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 1,655,900 | 1,655,900 | 1,655,900 | 1,655,900 | 1,055,770 CHF | 1,072,330 CHF | 100.00% | 100.00% |
10/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 1,685,500 | 1,685,500 | 1,685,500 | 1,685,500 | 1,075,130 CHF | 1,091,980 CHF | 100.00% | 100.00% |
08/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 1,776,400 | 1,776,400 | 1,766,190 | 1,766,190 | 1,012,420 CHF | 1,030,190 CHF | 99.67% | 99.67% |
07/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 1,800,300 | 1,800,300 | 1,799,640 | 1,799,640 | 1,038,540 CHF | 1,056,540 CHF | 99.69% | 99.69% |
06/05/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 1,993,500 | 1,993,500 | 1,993,500 | 1,993,500 | 1,056,760 CHF | 1,076,700 CHF | 100.00% | 100.00% |
03/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 2,262,900 | 2,262,900 | 2,262,900 | 2,262,900 | 1,071,410 CHF | 1,094,040 CHF | 100.00% | 100.00% |