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 | 5.99% | 1.03 CHF | 1.09 CHF | 333,500 | 333,500 | 333,498 | 333,498 | 323,984 CHF | 343,994 CHF | 99.76% | 99.76% |
13/05/2024 | 6.34% | 1.03 CHF | 1.10 CHF | 301,200 | 301,200 | 301,200 | 301,200 | 321,973 CHF | 343,057 CHF | 100.00% | 100.00% |
10/05/2024 | 5.78% | 1.01 CHF | 1.07 CHF | 330,100 | 330,100 | 330,100 | 330,100 | 332,746 CHF | 352,552 CHF | 100.00% | 100.00% |
08/05/2024 | 5.22% | 0.95 CHF | 1.00 CHF | 364,900 | 364,900 | 364,870 | 364,870 | 340,714 CHF | 358,959 CHF | 99.44% | 99.44% |
07/05/2024 | 5.42% | 0.90 CHF | 0.95 CHF | 378,000 | 378,000 | 377,765 | 377,765 | 339,401 CHF | 358,301 CHF | 100.00% | 100.00% |
06/05/2024 | 5.69% | 0.86 CHF | 0.91 CHF | 430,400 | 430,400 | 430,400 | 430,400 | 367,850 CHF | 389,370 CHF | 100.00% | 100.00% |
03/05/2024 | 5.05% | 0.77 CHF | 0.81 CHF | 514,700 | 514,700 | 514,700 | 514,700 | 397,864 CHF | 418,452 CHF | 99.97% | 99.97% |
02/05/2024 | 5.71% | 0.70 CHF | 0.74 CHF | 607,200 | 607,200 | 607,200 | 607,200 | 413,157 CHF | 437,445 CHF | 99.58% | 99.58% |
30/04/2024 | 5.27% | 0.70 CHF | 0.74 CHF | 503,900 | 503,900 | 503,733 | 503,733 | 372,366 CHF | 392,522 CHF | 100.00% | 100.00% |
29/04/2024 | 5.59% | 0.74 CHF | 0.78 CHF | 541,900 | 541,900 | 541,792 | 541,792 | 377,256 CHF | 398,932 CHF | 99.62% | 99.62% |