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 | 3.30% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 173,774 | 100,000 | 51,836 CHF | 30,873 CHF | 100.00% | 100.00% |
13/05/2024 | 3.66% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 185,815 | 100,000 | 50,137 CHF | 28,233 CHF | 93.81% | 93.81% |
10/05/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 209,390 | 100,000 | 209,655 | 100,000 | 35,572 CHF | 17,971 CHF | 100.00% | 100.00% |
08/05/2024 | 6.30% | 0.15 CHF | 0.16 CHF | 209,529 | 100,000 | 208,807 | 100,000 | 32,198 CHF | 16,423 CHF | 100.00% | 100.00% |
07/05/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 205,485 | 100,000 | 204,172 | 100,000 | 40,807 CHF | 20,994 CHF | 95.70% | 95.70% |
06/05/2024 | 4.43% | 0.24 CHF | 0.25 CHF | 200,487 | 100,000 | 201,888 | 100,000 | 44,708 CHF | 23,154 CHF | 100.00% | 100.00% |
03/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 202,461 | 100,000 | 202,567 | 100,000 | 44,085 CHF | 22,768 CHF | 98.63% | 98.63% |
02/05/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 199,694 | 100,000 | 50,973 CHF | 26,530 CHF | 70.28% | 70.28% |
30/04/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 182,460 | 100,000 | 51,498 CHF | 29,263 CHF | 88.48% | 88.48% |
29/04/2024 | 4.19% | 0.25 CHF | 0.26 CHF | 201,813 | 100,000 | 202,167 | 100,000 | 47,320 CHF | 24,415 CHF | 85.97% | 85.97% |