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 | 8.22% | 0.12 CHF | 0.13 CHF | 1,028,300 | 1,028,300 | 1,020,970 | 1,020,970 | 119,191 CHF | 129,401 CHF | 99.68% | 99.68% |
13/05/2024 | 7.67% | 0.13 CHF | 0.14 CHF | 969,900 | 969,900 | 965,847 | 965,847 | 121,112 CHF | 130,770 CHF | 99.86% | 99.86% |
10/05/2024 | 7.15% | 0.14 CHF | 0.14 CHF | 948,400 | 948,400 | 941,107 | 941,107 | 126,970 CHF | 136,381 CHF | 100.00% | 100.00% |
08/05/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 992,100 | 992,100 | 982,091 | 982,091 | 130,379 CHF | 140,200 CHF | 98.93% | 98.93% |
07/05/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1,002,200 | 1,002,200 | 1,002,360 | 1,002,360 | 125,328 CHF | 135,352 CHF | 99.41% | 99.41% |
06/05/2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1,005,000 | 1,005,000 | 995,303 | 995,303 | 125,084 CHF | 135,037 CHF | 100.00% | 100.00% |
03/05/2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1,026,600 | 1,026,600 | 1,026,170 | 1,026,170 | 128,962 CHF | 139,223 CHF | 99.98% | 99.98% |
02/05/2024 | 7.77% | 0.12 CHF | 0.13 CHF | 1,058,700 | 1,058,700 | 1,053,440 | 1,053,440 | 130,330 CHF | 140,864 CHF | 98.56% | 98.56% |
30/04/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 994,000 | 994,000 | 986,137 | 986,137 | 118,498 CHF | 128,362 CHF | 100.00% | 100.00% |
29/04/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 943,000 | 943,000 | 936,338 | 936,338 | 122,119 CHF | 131,483 CHF | 100.00% | 100.00% |