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 | 3.55% | 0.29 CHF | 0.30 CHF | 165,000 | 165,000 | 164,671 | 164,671 | 45,859 CHF | 47,509 CHF | 100.00% | 100.00% |
14/05/2024 | 4.59% | 0.23 CHF | 0.24 CHF | 165,000 | 165,000 | 169,047 | 169,047 | 36,073 CHF | 37,763 CHF | 100.00% | 100.00% |
13/05/2024 | 3.57% | 0.30 CHF | 0.31 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 45,504 CHF | 47,154 CHF | 99.88% | 99.88% |
10/05/2024 | 3.72% | 0.25 CHF | 0.26 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 43,596 CHF | 45,246 CHF | 100.00% | 100.00% |
08/05/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 33,035 CHF | 34,735 CHF | 98.62% | 98.62% |
07/05/2024 | 6.03% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 169,917 | 169,917 | 27,511 CHF | 29,211 CHF | 99.89% | 99.89% |
06/05/2024 | 7.46% | 0.14 CHF | 0.15 CHF | 170,000 | 170,000 | 170,291 | 170,291 | 22,104 CHF | 23,807 CHF | 100.00% | 100.00% |
03/05/2024 | 12.63% | 0.11 CHF | 0.12 CHF | 175,000 | 175,000 | 174,482 | 174,482 | 14,081 CHF | 15,826 CHF | 99.98% | 99.98% |
02/05/2024 | 8.10% | 0.05 CHF | 0.06 CHF | 175,000 | 175,000 | 171,434 | 171,443 | 22,338 CHF | 24,053 CHF | 98.59% | 98.59% |
30/04/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 170,000 | 170,000 | 169,851 | 169,851 | 27,339 CHF | 29,039 CHF | 100.00% | 100.00% |