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 | 0.75% | 4.09 CHF | 4.12 CHF | 25,000 | 25,000 | 24,829 | 24,829 | 100,841 CHF | 101,603 CHF | 93.33% | 93.33% |
13/05/2024 | 0.77% | 3.95 CHF | 3.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,596 CHF | 100,371 CHF | 90.10% | 90.10% |
10/05/2024 | 0.76% | 4.00 CHF | 4.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,393 CHF | 101,160 CHF | 91.95% | 91.95% |
08/05/2024 | 0.81% | 3.80 CHF | 3.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,969 CHF | 94,730 CHF | 98.66% | 98.66% |
07/05/2024 | 0.81% | 3.78 CHF | 3.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,446 CHF | 93,198 CHF | 98.39% | 98.39% |
06/05/2024 | 0.81% | 3.69 CHF | 3.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,032 CHF | 93,792 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 3.66 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,562 CHF | 91,305 CHF | 97.30% | 97.30% |
02/05/2024 | 0.87% | 3.34 CHF | 3.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,662 CHF | 85,403 CHF | 98.90% | 98.90% |
30/04/2024 | 0.87% | 3.33 CHF | 3.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,741 CHF | 86,488 CHF | 99.46% | 99.46% |
29/04/2024 | 0.84% | 3.48 CHF | 3.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,527 CHF | 89,276 CHF | 99.54% | 99.54% |