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 | 12.62% | 0.08 CHF | 0.09 CHF | 1,384,900 | 1,384,900 | 622,767 | 622,767 | 47,826 CHF | 54,078 CHF | 100.00% | 100.00% |
15/05/2024 | 10.82% | 0.07 CHF | 0.08 CHF | 1,168,400 | 1,168,400 | 507,551 | 507,551 | 42,853 CHF | 47,949 CHF | 100.00% | 100.00% |
14/05/2024 | 10.16% | 0.10 CHF | 0.11 CHF | 1,074,600 | 1,074,600 | 479,600 | 479,600 | 45,523 CHF | 50,328 CHF | 99.67% | 99.67% |
13/05/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 1,073,800 | 1,073,800 | 480,655 | 480,655 | 47,711 CHF | 52,527 CHF | 100.00% | 100.00% |
10/05/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1,071,800 | 1,071,800 | 479,932 | 479,932 | 47,747 CHF | 52,555 CHF | 99.88% | 99.88% |
08/05/2024 | 10.08% | 0.10 CHF | 0.11 CHF | 1,098,500 | 1,098,500 | 363,455 | 363,455 | 35,597 CHF | 39,236 CHF | 97.39% | 97.39% |
07/05/2024 | 5.43% | 0.10 CHF | 0.11 CHF | 1,154,400 | 1,154,400 | 202,562 | 202,562 | 25,304 CHF | 27,332 CHF | 58.03% | 96.90% |
06/05/2024 | - | 0.48 CHF | - CHF | 271,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 292,000 | 292,000 | 119,058 | 119,058 | 46,847 CHF | 48,040 CHF | 99.97% | 99.97% |
02/05/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 330,500 | 330,500 | 149,844 | 149,844 | 52,694 CHF | 54,195 CHF | 100.00% | 100.00% |