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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 158,000 | 158,000 | 157,973 | 157,973 | 68,544 CHF | 70,124 CHF | 99.97% | 99.97% |
13/05/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 68,898 CHF | 70,478 CHF | 100.00% | 100.00% |
10/05/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 66,344 CHF | 67,928 CHF | 100.00% | 100.00% |
08/05/2024 | 2.87% | 0.38 CHF | 0.39 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 55,640 CHF | 57,254 CHF | 99.25% | 99.25% |
07/05/2024 | 3.76% | 0.29 CHF | 0.30 CHF | 164,000 | 164,000 | 163,908 | 163,908 | 42,930 CHF | 44,570 CHF | 97.36% | 97.36% |
06/05/2024 | 3.27% | 0.26 CHF | 0.27 CHF | 164,000 | 164,000 | 162,417 | 162,417 | 49,154 CHF | 50,778 CHF | 98.56% | 98.56% |
03/05/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 164,000 | 164,000 | 163,313 | 163,313 | 47,384 CHF | 49,017 CHF | 100.00% | 100.00% |
02/05/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 45,542 CHF | 47,182 CHF | 100.00% | 100.00% |
30/04/2024 | 3.06% | 0.30 CHF | 0.31 CHF | 162,000 | 162,000 | 161,852 | 161,852 | 52,192 CHF | 53,812 CHF | 100.00% | 100.00% |
29/04/2024 | 3.06% | 0.30 CHF | 0.31 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 52,298 CHF | 53,918 CHF | 99.99% | 99.99% |