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 | 9.25% | 0.11 CHF | 0.12 CHF | 229,700 | 229,700 | 224,580 | 224,580 | 23,195 CHF | 25,441 CHF | 100.00% | 100.00% |
13/05/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 222,900 | 222,900 | 221,982 | 221,982 | 23,828 CHF | 26,048 CHF | 100.00% | 100.00% |
10/05/2024 | 9.03% | 0.11 CHF | 0.12 CHF | 227,200 | 227,200 | 226,265 | 226,265 | 23,928 CHF | 26,191 CHF | 100.00% | 100.00% |
08/05/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 226,900 | 226,900 | 225,931 | 225,931 | 26,353 CHF | 28,612 CHF | 99.07% | 99.07% |
07/05/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 238,982 | 238,982 | 26,058 CHF | 28,448 CHF | 97.67% | 97.67% |
06/05/2024 | 9.35% | 0.10 CHF | 0.11 CHF | 217,000 | 217,000 | 215,704 | 215,704 | 22,022 CHF | 24,179 CHF | 100.00% | 100.00% |
03/05/2024 | 8.59% | 0.12 CHF | 0.13 CHF | 222,900 | 222,900 | 221,982 | 221,982 | 24,736 CHF | 26,956 CHF | 100.00% | 100.00% |
02/05/2024 | 8.22% | 0.11 CHF | 0.12 CHF | 187,800 | 187,800 | 187,025 | 187,025 | 21,846 CHF | 23,717 CHF | 100.00% | 100.00% |
30/04/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 212,500 | 212,500 | 202,733 | 202,733 | 24,632 CHF | 26,660 CHF | 100.00% | 100.00% |
29/04/2024 | 7.69% | 0.12 CHF | 0.13 CHF | 192,500 | 192,500 | 199,652 | 199,652 | 24,968 CHF | 26,965 CHF | 100.00% | 100.00% |