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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 14.01% | 0.08 CHF | 0.09 CHF | 328,900 | 328,900 | 331,063 | 331,063 | 22,187 CHF | 25,506 CHF | 100.00% | 100.00% |
14/05/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 337,000 | 337,000 | 329,505 | 329,505 | 26,243 CHF | 29,538 CHF | 100.00% | 100.00% |
13/05/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 342,800 | 342,800 | 341,388 | 341,388 | 25,635 CHF | 29,048 CHF | 100.00% | 100.00% |
10/05/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 338,800 | 338,800 | 337,405 | 337,405 | 25,600 CHF | 28,974 CHF | 100.00% | 100.00% |
08/05/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 338,500 | 338,500 | 337,057 | 337,057 | 23,619 CHF | 26,990 CHF | 99.06% | 99.06% |
07/05/2024 | 12.56% | 0.07 CHF | 0.08 CHF | 326,700 | 326,700 | 325,316 | 325,316 | 24,331 CHF | 27,584 CHF | 97.67% | 97.67% |
06/05/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 345,400 | 345,400 | 343,342 | 343,342 | 27,027 CHF | 30,460 CHF | 100.00% | 100.00% |
03/05/2024 | 12.66% | 0.07 CHF | 0.08 CHF | 339,700 | 339,700 | 338,301 | 338,301 | 25,047 CHF | 28,430 CHF | 100.00% | 100.00% |
02/05/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 371,700 | 371,700 | 370,167 | 370,167 | 26,146 CHF | 29,848 CHF | 100.00% | 100.00% |
30/04/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 370,600 | 370,600 | 353,734 | 353,734 | 24,797 CHF | 28,335 CHF | 100.00% | 100.00% |