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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 5.60% | 64.00 CHF | 67.20 CHF | 5,900 | 5,900 | 5,885 | 5,885 | 329,277 CHF | 348,157 CHF | 100.00% | 100.00% |
14/05/2024 | 5.50% | 53.50 CHF | 56.40 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 327,862 CHF | 346,403 CHF | 99.76% | 99.76% |
13/05/2024 | 5.59% | 53.60 CHF | 56.80 CHF | 5,900 | 5,900 | 5,900 | 5,900 | 328,298 CHF | 347,178 CHF | 100.00% | 100.00% |
10/05/2024 | 5.32% | 52.40 CHF | 55.30 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 335,478 CHF | 353,812 CHF | 100.00% | 100.00% |
08/05/2024 | 5.25% | 49.30 CHF | 51.90 CHF | 7,100 | 7,100 | 7,099 | 7,099 | 342,371 CHF | 360,831 CHF | 99.44% | 99.44% |
07/05/2024 | 5.24% | 46.45 CHF | 48.95 CHF | 7,400 | 7,400 | 7,395 | 7,395 | 343,868 CHF | 362,368 CHF | 100.00% | 100.00% |
06/05/2024 | 4.82% | 44.90 CHF | 47.10 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 374,129 CHF | 392,609 CHF | 100.00% | 100.00% |
03/05/2024 | 4.52% | 40.20 CHF | 42.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 400,803 CHF | 419,303 CHF | 99.95% | 99.95% |
02/05/2024 | 4.40% | 36.40 CHF | 38.00 CHF | 11,800 | 11,800 | 11,800 | 11,800 | 420,376 CHF | 439,256 CHF | 99.56% | 99.56% |
30/04/2024 | 4.84% | 36.50 CHF | 38.40 CHF | 9,800 | 9,800 | 9,797 | 9,797 | 375,240 CHF | 393,860 CHF | 100.00% | 100.00% |