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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 1,451,100 | 1,451,100 | 1,342,880 | 1,342,880 | 472,907 CHF | 486,348 CHF | 100.00% | 100.00% |
15/05/2024 | 2.54% | 0.36 CHF | 0.37 CHF | 1,239,400 | 1,239,400 | 1,197,770 | 1,197,770 | 468,552 CHF | 480,562 CHF | 99.84% | 99.84% |
14/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 1,160,500 | 1,160,500 | 1,130,360 | 1,130,360 | 471,898 CHF | 483,203 CHF | 99.88% | 99.88% |
13/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 1,099,000 | 1,099,000 | 1,149,190 | 1,149,190 | 493,778 CHF | 505,270 CHF | 100.00% | 100.00% |
10/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 1,201,800 | 1,201,800 | 1,096,880 | 1,096,880 | 451,913 CHF | 462,882 CHF | 100.00% | 100.00% |
08/05/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 920,400 | 920,400 | 922,665 | 922,665 | 465,252 CHF | 474,479 CHF | 99.29% | 99.29% |
07/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 925,200 | 925,200 | 862,852 | 862,852 | 430,021 CHF | 438,653 CHF | 100.00% | 100.00% |
06/05/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 798,600 | 798,600 | 798,600 | 798,600 | 405,142 CHF | 413,128 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 798,600 | 798,600 | 779,214 | 779,214 | 442,098 CHF | 449,890 CHF | 98.71% | 98.71% |
02/05/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 759,200 | 759,200 | 776,658 | 776,658 | 452,665 CHF | 460,432 CHF | 100.00% | 100.00% |