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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 13.64% | 0.07 CHF | 0.08 CHF | 1,094,200 | 1,094,200 | 1,095,980 | 1,095,980 | 74,957 CHF | 85,918 CHF | 98.96% | 98.96% |
17/05/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1,137,600 | 1,137,600 | 1,137,610 | 1,137,610 | 78,639 CHF | 90,015 CHF | 99.33% | 99.33% |
16/05/2024 | 15.31% | 0.07 CHF | 0.08 CHF | 1,416,500 | 1,416,500 | 1,430,160 | 1,430,160 | 86,452 CHF | 100,766 CHF | 100.00% | 100.00% |
15/05/2024 | 18.03% | 0.05 CHF | 0.06 CHF | 1,478,200 | 1,478,200 | 1,474,360 | 1,474,360 | 74,848 CHF | 89,631 CHF | 100.00% | 100.00% |
14/05/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1,418,100 | 1,418,100 | 1,428,920 | 1,428,920 | 71,142 CHF | 85,431 CHF | 99.69% | 99.69% |
13/05/2024 | 16.96% | 0.06 CHF | 0.07 CHF | 1,366,200 | 1,366,200 | 1,361,520 | 1,361,520 | 73,540 CHF | 87,155 CHF | 100.00% | 100.00% |
10/05/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,394,200 | 1,394,200 | 1,395,520 | 1,395,520 | 76,753 CHF | 90,709 CHF | 100.00% | 100.00% |
08/05/2024 | 17.32% | 0.06 CHF | 0.07 CHF | 1,488,400 | 1,488,400 | 1,489,210 | 1,489,210 | 78,679 CHF | 93,571 CHF | 99.09% | 99.09% |
07/05/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1,629,300 | 1,629,300 | 1,631,930 | 1,631,930 | 80,612 CHF | 96,931 CHF | 99.93% | 99.93% |
06/05/2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1,833,500 | 1,833,500 | 1,834,640 | 1,834,640 | 82,294 CHF | 100,640 CHF | 100.00% | 100.00% |