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 | 4.99% | 0.20 CHF | 0.21 CHF | 699,200 | 699,200 | 694,189 | 694,189 | 135,760 CHF | 142,702 CHF | 99.71% | 99.71% |
13/05/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 729,100 | 729,100 | 726,049 | 726,049 | 131,733 CHF | 138,994 CHF | 99.50% | 99.50% |
10/05/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 715,600 | 715,600 | 710,058 | 710,058 | 121,064 CHF | 128,165 CHF | 100.00% | 100.00% |
08/05/2024 | 5.56% | 0.18 CHF | 0.19 CHF | 680,600 | 680,600 | 673,759 | 673,759 | 117,851 CHF | 124,589 CHF | 98.93% | 98.93% |
07/05/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 668,900 | 668,900 | 669,006 | 669,006 | 123,699 CHF | 130,389 CHF | 99.41% | 99.41% |
06/05/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 683,900 | 683,900 | 677,310 | 677,310 | 124,698 CHF | 131,471 CHF | 100.00% | 100.00% |
03/05/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 640,500 | 640,500 | 640,231 | 640,231 | 117,802 CHF | 124,205 CHF | 99.98% | 99.98% |
02/05/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 624,600 | 624,600 | 621,513 | 621,513 | 117,008 CHF | 123,223 CHF | 98.57% | 98.57% |
30/04/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 705,300 | 705,300 | 699,557 | 699,557 | 136,373 CHF | 143,373 CHF | 100.00% | 100.00% |
29/04/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 726,900 | 726,900 | 721,786 | 721,786 | 129,738 CHF | 136,956 CHF | 100.00% | 100.00% |