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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.92% | 0.66 CHF | 0.68 CHF | 41,000 | 41,000 | 40,578 | 40,578 | 27,679 CHF | 28,492 CHF | 100.00% | 100.00% |
10/05/2024 | 3.02% | 0.69 CHF | 0.71 CHF | 41,000 | 41,000 | 40,610 | 40,610 | 26,770 CHF | 27,583 CHF | 87.34% | 93.47% |
08/05/2024 | 3.93% | 0.57 CHF | 0.59 CHF | 41,000 | 41,000 | 41,336 | 41,336 | 20,808 CHF | 21,635 CHF | 99.52% | 99.52% |
07/05/2024 | 5.80% | 0.39 CHF | 0.41 CHF | 42,000 | 42,000 | 41,574 | 41,574 | 14,123 CHF | 14,955 CHF | 99.57% | 99.57% |
06/05/2024 | 4.74% | 0.33 CHF | 0.35 CHF | 42,000 | 42,000 | 41,511 | 41,511 | 17,436 CHF | 18,267 CHF | 97.65% | 97.65% |
03/05/2024 | 4.95% | 0.37 CHF | 0.39 CHF | 42,000 | 42,000 | 41,830 | 41,830 | 16,573 CHF | 17,410 CHF | 96.21% | 96.21% |
02/05/2024 | 5.28% | 0.36 CHF | 0.38 CHF | 42,000 | 42,000 | 41,833 | 41,833 | 15,551 CHF | 16,388 CHF | 99.03% | 99.03% |
30/04/2024 | 4.29% | 0.42 CHF | 0.44 CHF | 42,000 | 42,000 | 41,755 | 41,755 | 19,166 CHF | 20,002 CHF | 99.00% | 99.00% |
29/04/2024 | 4.30% | 0.42 CHF | 0.44 CHF | 42,000 | 42,000 | 41,526 | 41,526 | 19,153 CHF | 19,984 CHF | 98.36% | 98.36% |
26/04/2024 | 4.03% | 0.49 CHF | 0.51 CHF | 42,000 | 42,000 | 41,768 | 41,768 | 20,404 CHF | 21,239 CHF | 98.98% | 98.98% |