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 | 3.52% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 39,103 CHF | 40,503 CHF | 100.00% | 100.00% |
10/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 40,608 CHF | 42,008 CHF | 100.00% | 100.00% |
08/05/2024 | 3.54% | 0.28 CHF | 0.30 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 38,860 CHF | 40,260 CHF | 99.08% | 99.08% |
07/05/2024 | 3.90% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 139,944 | 139,944 | 35,235 CHF | 36,635 CHF | 100.00% | 100.00% |
06/05/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 31,109 CHF | 32,509 CHF | 100.00% | 100.00% |
03/05/2024 | 4.82% | 0.19 CHF | 0.20 CHF | 140,000 | 140,000 | 139,958 | 139,958 | 28,379 CHF | 29,779 CHF | 100.00% | 100.00% |
02/05/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 29,931 CHF | 31,331 CHF | 99.99% | 99.99% |
30/04/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 139,956 | 139,956 | 31,906 CHF | 33,306 CHF | 100.00% | 100.00% |
29/04/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 32,315 CHF | 33,715 CHF | 100.00% | 100.00% |
26/04/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 29,945 CHF | 31,345 CHF | 99.58% | 99.58% |