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 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 66,152 | 66,152 | 27,969 CHF | 28,632 CHF | 100.00% | 100.00% |
10/05/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 117,800 | 117,800 | 64,273 | 64,273 | 29,613 CHF | 30,257 CHF | 100.00% | 100.00% |
08/05/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 123,700 | 123,700 | 67,688 | 67,688 | 27,794 CHF | 28,473 CHF | 97.88% | 97.88% |
07/05/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 125,200 | 125,200 | 69,355 | 69,355 | 27,594 CHF | 28,289 CHF | 98.10% | 98.10% |
06/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 129,700 | 129,700 | 71,556 | 71,556 | 28,919 CHF | 29,636 CHF | 100.00% | 100.00% |
03/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 127,500 | 127,500 | 69,674 | 69,674 | 27,024 CHF | 27,722 CHF | 99.97% | 99.97% |
02/05/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 131,900 | 131,900 | 48,713 | 48,713 | 18,508 CHF | 18,996 CHF | 99.98% | 99.98% |
30/04/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 109,600 | 109,600 | 60,498 | 60,498 | 27,003 CHF | 27,609 CHF | 99.70% | 99.70% |
29/04/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 113,800 | 113,800 | 63,092 | 63,092 | 29,369 CHF | 30,001 CHF | 98.03% | 98.03% |
26/04/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 62,858 | 62,858 | 29,746 CHF | 30,376 CHF | 99.32% | 99.32% |