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 | 2.07% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 112,373 | 112,373 | 53,979 CHF | 55,103 CHF | 99.99% | 99.99% |
13/05/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 47,191 CHF | 48,368 CHF | 100.00% | 100.00% |
10/05/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 48,617 CHF | 49,782 CHF | 100.00% | 100.00% |
08/05/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 118,000 | 118,000 | 117,980 | 117,980 | 48,262 CHF | 49,442 CHF | 99.06% | 99.06% |
07/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 118,000 | 118,000 | 117,995 | 117,995 | 47,265 CHF | 48,445 CHF | 99.66% | 99.66% |
06/05/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 45,880 CHF | 47,070 CHF | 100.00% | 100.00% |
03/05/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 46,100 CHF | 47,298 CHF | 100.00% | 100.00% |
02/05/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 46,931 CHF | 48,114 CHF | 100.00% | 100.00% |
30/04/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 119,911 | 119,911 | 44,927 CHF | 46,127 CHF | 100.00% | 100.00% |
29/04/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 119,276 | 119,276 | 46,112 CHF | 47,305 CHF | 99.57% | 99.57% |