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 | 5.61% | 0.17 CHF | 0.18 CHF | 2,093,400 | 2,093,400 | 1,054,430 | 1,054,430 | 187,534 CHF | 198,120 CHF | 100.00% | 100.00% |
15/05/2024 | 6.08% | 0.18 CHF | 0.19 CHF | 2,333,500 | 2,333,500 | 1,141,550 | 1,141,550 | 192,501 CHF | 203,996 CHF | 100.00% | 100.00% |
14/05/2024 | 5.36% | 0.16 CHF | 0.17 CHF | 1,901,100 | 1,901,100 | 978,068 | 978,068 | 177,454 CHF | 187,257 CHF | 100.00% | 100.00% |
13/05/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 1,771,600 | 1,771,600 | 900,115 | 900,115 | 176,347 CHF | 185,368 CHF | 100.00% | 100.00% |
10/05/2024 | 5.25% | 0.21 CHF | 0.22 CHF | 2,018,500 | 2,018,500 | 970,942 | 970,942 | 187,733 CHF | 197,463 CHF | 100.00% | 100.00% |
08/05/2024 | 5.54% | 0.18 CHF | 0.19 CHF | 2,302,900 | 2,302,900 | 1,132,830 | 1,132,830 | 206,497 CHF | 217,850 CHF | 95.77% | 95.77% |
07/05/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 2,667,500 | 2,667,500 | 1,308,060 | 1,308,060 | 205,732 CHF | 218,842 CHF | 97.29% | 97.29% |
06/05/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 2,388,700 | 2,388,700 | 1,190,020 | 1,190,020 | 176,019 CHF | 187,938 CHF | 98.41% | 98.41% |
03/05/2024 | 6.17% | 0.17 CHF | 0.18 CHF | 2,363,300 | 2,363,300 | 1,147,340 | 1,147,340 | 182,231 CHF | 193,729 CHF | 99.97% | 99.97% |
02/05/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 2,312,700 | 2,312,700 | 1,140,660 | 1,140,660 | 179,646 CHF | 191,076 CHF | 100.00% | 100.00% |