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 | 2.32% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 224,743 | 224,743 | 95,988 CHF | 98,236 CHF | 99.99% | 99.99% |
13/05/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 232,000 | 232,000 | 235,399 | 235,399 | 109,538 CHF | 111,892 CHF | 100.00% | 100.00% |
10/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 236,000 | 236,000 | 233,011 | 233,011 | 107,023 CHF | 109,353 CHF | 100.00% | 100.00% |
08/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 236,000 | 236,000 | 236,000 | 236,000 | 108,600 CHF | 110,960 CHF | 98.99% | 98.99% |
07/05/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 236,000 | 236,000 | 235,991 | 235,991 | 109,488 CHF | 111,849 CHF | 99.60% | 99.60% |
06/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 236,000 | 236,000 | 238,079 | 238,079 | 112,318 CHF | 114,699 CHF | 100.00% | 100.00% |
03/05/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 240,000 | 240,000 | 239,565 | 239,565 | 112,550 CHF | 114,946 CHF | 100.00% | 100.00% |
02/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 240,000 | 240,000 | 236,631 | 236,631 | 110,405 CHF | 112,771 CHF | 100.00% | 100.00% |
30/04/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 240,000 | 240,000 | 239,907 | 239,907 | 115,145 CHF | 117,545 CHF | 100.00% | 100.00% |
29/04/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 240,000 | 240,000 | 238,545 | 238,545 | 112,131 CHF | 114,516 CHF | 99.57% | 99.57% |