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 | 2.56% | 0.39 CHF | 0.40 CHF | 1,107,700 | 1,107,700 | 1,107,640 | 1,107,640 | 427,930 CHF | 439,008 CHF | 99.73% | 99.73% |
13/05/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1,102,100 | 1,102,100 | 1,102,100 | 1,102,100 | 428,777 CHF | 439,798 CHF | 100.00% | 100.00% |
10/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 1,174,700 | 1,174,700 | 1,174,700 | 1,174,700 | 465,169 CHF | 476,916 CHF | 100.00% | 100.00% |
08/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 1,305,500 | 1,305,500 | 1,305,330 | 1,305,330 | 448,501 CHF | 461,556 CHF | 99.67% | 99.67% |
07/05/2024 | 3.22% | 0.33 CHF | 0.34 CHF | 1,473,000 | 1,473,000 | 1,472,640 | 1,472,640 | 450,120 CHF | 464,850 CHF | 99.68% | 99.68% |
06/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1,595,900 | 1,595,900 | 1,595,900 | 1,595,900 | 444,061 CHF | 460,020 CHF | 100.00% | 100.00% |
03/05/2024 | 2.98% | 0.27 CHF | 0.27 CHF | 1,697,300 | 1,697,300 | 1,697,300 | 1,697,300 | 443,779 CHF | 457,237 CHF | 99.88% | 99.88% |
02/05/2024 | 1.95% | 0.25 CHF | 0.26 CHF | 1,583,000 | 1,583,000 | 1,583,000 | 1,583,000 | 402,213 CHF | 410,128 CHF | 99.58% | 99.58% |
30/04/2024 | 3.41% | 0.26 CHF | 0.27 CHF | 1,386,600 | 1,386,600 | 1,385,860 | 1,385,860 | 399,762 CHF | 413,628 CHF | 100.00% | 100.00% |
29/04/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 1,311,900 | 1,311,900 | 1,311,640 | 1,311,640 | 417,784 CHF | 430,903 CHF | 99.64% | 99.64% |