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 | 2.45% | 0.21 CHF | 0.21 CHF | 784,300 | 784,300 | 804,878 | 804,878 | 162,083 CHF | 166,107 CHF | 99.98% | 99.98% |
13/05/2024 | 2.55% | 0.20 CHF | 0.21 CHF | 818,700 | 818,700 | 819,420 | 819,420 | 158,664 CHF | 162,761 CHF | 100.00% | 100.00% |
10/05/2024 | 2.59% | 0.19 CHF | 0.20 CHF | 820,100 | 820,100 | 840,244 | 840,244 | 159,867 CHF | 164,068 CHF | 100.00% | 100.00% |
08/05/2024 | 2.63% | 0.19 CHF | 0.19 CHF | 834,200 | 834,200 | 835,271 | 835,271 | 156,856 CHF | 161,032 CHF | 99.16% | 99.16% |
07/05/2024 | 2.61% | 0.19 CHF | 0.20 CHF | 836,100 | 836,100 | 852,102 | 852,102 | 160,999 CHF | 165,260 CHF | 99.69% | 99.69% |
06/05/2024 | 2.72% | 0.19 CHF | 0.19 CHF | 863,100 | 863,100 | 872,067 | 872,067 | 158,024 CHF | 162,384 CHF | 100.00% | 100.00% |
03/05/2024 | 2.75% | 0.18 CHF | 0.18 CHF | 878,300 | 878,300 | 863,477 | 863,477 | 154,981 CHF | 159,298 CHF | 98.78% | 98.78% |
02/05/2024 | 2.66% | 0.19 CHF | 0.19 CHF | 854,100 | 854,100 | 795,996 | 795,996 | 147,497 CHF | 151,477 CHF | 100.00% | 100.00% |
30/04/2024 | 2.54% | 0.21 CHF | 0.21 CHF | 812,700 | 812,700 | 821,257 | 821,257 | 159,507 CHF | 163,615 CHF | 100.00% | 100.00% |
29/04/2024 | 2.62% | 0.19 CHF | 0.19 CHF | 827,600 | 827,600 | 825,087 | 825,087 | 155,334 CHF | 159,459 CHF | 99.83% | 99.83% |