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 | 18.36% | 0.05 CHF | 0.06 CHF | 2,022,000 | 2,022,000 | 2,021,910 | 2,021,910 | 100,125 CHF | 120,345 CHF | 100.00% | 100.00% |
13/05/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 2,099,700 | 2,099,700 | 2,099,700 | 2,099,700 | 104,331 CHF | 125,328 CHF | 100.00% | 100.00% |
10/05/2024 | 19.95% | 0.05 CHF | 0.06 CHF | 2,108,700 | 2,108,700 | 2,103,540 | 2,103,540 | 94,950 CHF | 115,985 CHF | 100.00% | 100.00% |
08/05/2024 | 19.93% | 0.05 CHF | 0.06 CHF | 2,115,900 | 2,115,900 | 2,115,420 | 2,115,420 | 95,624 CHF | 116,781 CHF | 99.24% | 99.24% |
07/05/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 2,013,600 | 2,013,600 | 2,018,180 | 2,018,180 | 99,991 CHF | 120,173 CHF | 97.61% | 97.61% |
06/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 2,020,300 | 2,020,300 | 2,039,690 | 2,039,690 | 101,984 CHF | 122,381 CHF | 100.00% | 100.00% |
03/05/2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1,827,400 | 1,827,400 | 1,835,870 | 1,835,870 | 89,387 CHF | 107,746 CHF | 99.99% | 99.99% |
02/05/2024 | 17.92% | 0.06 CHF | 0.07 CHF | 1,954,100 | 1,954,100 | 1,954,520 | 1,954,520 | 99,388 CHF | 118,933 CHF | 100.00% | 100.00% |
30/04/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 2,015,600 | 2,015,600 | 2,002,930 | 2,002,930 | 100,146 CHF | 120,186 CHF | 100.00% | 100.00% |
29/04/2024 | 18.87% | 0.05 CHF | 0.06 CHF | 2,186,600 | 2,186,600 | 2,146,420 | 2,146,420 | 104,839 CHF | 126,338 CHF | 99.99% | 99.99% |