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 | 2.41% | 0.42 CHF | 0.43 CHF | 395,000 | 395,000 | 394,927 | 394,927 | 162,054 CHF | 166,004 CHF | 100.00% | 100.00% |
13/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 395,000 | 395,000 | 395,000 | 395,000 | 162,045 CHF | 165,995 CHF | 100.00% | 100.00% |
10/05/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 395,000 | 395,000 | 395,775 | 395,775 | 166,055 CHF | 170,012 CHF | 100.00% | 100.00% |
08/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 400,000 | 400,000 | 403,426 | 403,426 | 181,207 CHF | 185,242 CHF | 99.25% | 99.25% |
07/05/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 410,000 | 410,000 | 409,624 | 409,624 | 197,843 CHF | 201,942 CHF | 97.36% | 97.36% |
06/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 410,000 | 410,000 | 406,045 | 406,045 | 189,607 CHF | 193,667 CHF | 98.51% | 98.51% |
03/05/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 410,000 | 410,000 | 408,284 | 408,284 | 192,735 CHF | 196,818 CHF | 99.99% | 99.99% |
02/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 410,000 | 410,000 | 409,936 | 409,936 | 196,063 CHF | 200,162 CHF | 100.00% | 100.00% |
30/04/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 405,000 | 405,000 | 404,772 | 404,772 | 186,322 CHF | 190,372 CHF | 100.00% | 100.00% |
29/04/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 405,000 | 405,000 | 405,000 | 405,000 | 186,997 CHF | 191,047 CHF | 99.99% | 99.99% |