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 | 2.46% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 128,438 | 100,000 | 51,626 CHF | 41,222 CHF | 99.99% | 99.99% |
13/05/2024 | 2.65% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 139,300 | 100,000 | 51,829 CHF | 38,473 CHF | 100.00% | 100.00% |
10/05/2024 | 3.60% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 186,797 | 100,000 | 50,980 CHF | 28,331 CHF | 100.00% | 100.00% |
08/05/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 198,042 | 100,000 | 51,100 CHF | 26,816 CHF | 98.69% | 98.69% |
07/05/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 171,344 | 100,000 | 51,773 CHF | 31,290 CHF | 95.30% | 95.30% |
06/05/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 160,149 | 100,000 | 51,746 CHF | 33,376 CHF | 100.00% | 100.00% |
03/05/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 161,418 | 100,000 | 51,773 CHF | 33,104 CHF | 98.48% | 98.48% |
02/05/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 143,104 | 100,000 | 51,324 CHF | 36,892 CHF | 99.13% | 99.13% |
30/04/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 135,238 | 100,000 | 51,908 CHF | 39,420 CHF | 98.64% | 98.64% |
29/04/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 153,739 | 100,000 | 52,103 CHF | 34,935 CHF | 100.00% | 100.00% |