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 | 2.66% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 123,837 | 98,506 | 51,261 CHF | 41,804 CHF | 99.99% | 99.99% |
10/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 124,058 | 100,000 | 51,564 CHF | 42,586 CHF | 91.01% | 91.01% |
08/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 52,123 CHF | 41,094 CHF | 99.99% | 99.99% |
07/05/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,588 | 100,000 | 51,616 CHF | 42,789 CHF | 99.95% | 99.95% |
06/05/2024 | 3.55% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 110,183 | 92,150 | 48,528 CHF | 41,617 CHF | 99.99% | 99.99% |
03/05/2024 | 4.61% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 102,334 | 85,917 | 43,721 CHF | 37,801 CHF | 97.32% | 97.32% |
02/05/2024 | 3.75% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,364 | 94,455 | 49,186 CHF | 36,384 CHF | 99.47% | 99.47% |
30/04/2024 | 3.49% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 133,333 | 95,984 | 49,494 CHF | 36,717 CHF | 98.41% | 98.41% |
29/04/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 133,589 | 100,000 | 51,573 CHF | 39,627 CHF | 99.93% | 99.93% |
26/04/2024 | 3.89% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 123,691 | 93,132 | 47,724 CHF | 36,978 CHF | 95.45% | 95.45% |