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 | 7.68% | 0.13 CHF | 0.14 CHF | 1,018,800 | 1,018,800 | 1,017,900 | 1,017,900 | 127,632 CHF | 137,820 CHF | 100.00% | 100.00% |
15/05/2024 | 7.77% | 0.13 CHF | 0.14 CHF | 956,300 | 956,300 | 953,892 | 953,892 | 118,527 CHF | 128,090 CHF | 100.00% | 100.00% |
14/05/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 919,700 | 919,700 | 920,413 | 920,413 | 121,865 CHF | 131,070 CHF | 100.00% | 100.00% |
13/05/2024 | 7.34% | 0.14 CHF | 0.14 CHF | 891,200 | 891,200 | 891,200 | 891,200 | 116,932 CHF | 125,844 CHF | 100.00% | 100.00% |
10/05/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 832,700 | 832,700 | 832,700 | 832,700 | 119,525 CHF | 127,852 CHF | 100.00% | 100.00% |
08/05/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 905,600 | 905,600 | 905,600 | 905,600 | 133,919 CHF | 142,975 CHF | 99.09% | 99.09% |
07/05/2024 | 7.43% | 0.14 CHF | 0.14 CHF | 586,200 | 586,200 | 567,619 | 567,619 | 73,849 CHF | 79,525 CHF | 99.53% | 99.53% |
06/05/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 578,900 | 578,900 | 578,900 | 578,900 | 118,954 CHF | 124,743 CHF | 100.00% | 100.00% |
03/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 543,700 | 543,700 | 543,954 | 543,954 | 118,163 CHF | 123,602 CHF | 100.00% | 100.00% |
02/05/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 568,600 | 568,600 | 565,075 | 565,075 | 125,662 CHF | 131,313 CHF | 100.00% | 100.00% |