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 | 2.01% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 225,808 | 225,808 | 111,966 CHF | 114,230 CHF | 100.00% | 100.00% |
14/05/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 224,743 | 224,743 | 109,583 CHF | 111,831 CHF | 99.99% | 99.99% |
13/05/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 232,000 | 232,000 | 235,399 | 235,399 | 123,807 CHF | 126,161 CHF | 100.00% | 100.00% |
10/05/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 236,000 | 236,000 | 233,006 | 233,006 | 121,115 CHF | 123,445 CHF | 100.00% | 100.00% |
08/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 236,000 | 236,000 | 236,000 | 236,000 | 122,850 CHF | 125,210 CHF | 98.98% | 98.98% |
07/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 236,000 | 236,000 | 235,898 | 235,898 | 123,726 CHF | 126,087 CHF | 99.66% | 99.66% |
06/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 236,000 | 236,000 | 238,078 | 238,078 | 126,724 CHF | 129,105 CHF | 100.00% | 100.00% |
03/05/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 240,000 | 240,000 | 239,565 | 239,565 | 126,997 CHF | 129,393 CHF | 100.00% | 100.00% |
02/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 240,000 | 240,000 | 236,630 | 236,630 | 124,991 CHF | 127,358 CHF | 100.00% | 100.00% |
30/04/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 240,000 | 240,000 | 239,894 | 239,894 | 129,543 CHF | 131,943 CHF | 100.00% | 100.00% |