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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 997,300 | 997,300 | 997,300 | 997,300 | 64,619 CHF | 74,592 CHF | 99.25% | 99.25% |
07/05/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 1,044,200 | 1,044,200 | 1,044,080 | 1,044,080 | 64,534 CHF | 74,976 CHF | 95.46% | 95.46% |
06/05/2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1,051,200 | 1,051,200 | 1,051,200 | 1,051,200 | 65,121 CHF | 75,633 CHF | 98.43% | 98.43% |
03/05/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 1,254,600 | 1,254,600 | 1,254,770 | 1,254,770 | 73,498 CHF | 86,046 CHF | 100.00% | 100.00% |
02/05/2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1,304,100 | 1,304,100 | 1,303,960 | 1,303,960 | 65,114 CHF | 78,153 CHF | 100.00% | 100.00% |
30/04/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1,175,100 | 1,175,100 | 1,174,730 | 1,174,730 | 59,493 CHF | 71,244 CHF | 100.00% | 100.00% |
29/04/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1,164,200 | 1,164,200 | 1,141,700 | 1,141,700 | 62,971 CHF | 74,388 CHF | 99.99% | 99.99% |
26/04/2024 | 17.88% | 0.06 CHF | 0.07 CHF | 1,262,300 | 1,262,300 | 1,289,870 | 1,289,870 | 65,774 CHF | 78,673 CHF | 98.65% | 98.65% |
25/04/2024 | 19.23% | 0.05 CHF | 0.06 CHF | 1,188,500 | 1,188,500 | 1,193,350 | 1,193,350 | 56,237 CHF | 68,170 CHF | 100.00% | 100.00% |
24/04/2024 | 16.52% | 0.06 CHF | 0.07 CHF | 1,181,600 | 1,181,600 | 1,161,410 | 1,161,410 | 64,597 CHF | 76,211 CHF | 99.71% | 99.71% |