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 | 7.44% | 0.13 CHF | 0.14 CHF | 86,000 | 86,000 | 85,750 | 85,750 | 11,169 CHF | 12,029 CHF | 100.00% | 100.00% |
14/05/2024 | 6.49% | 0.13 CHF | 0.14 CHF | 86,000 | 86,000 | 85,983 | 85,983 | 12,892 CHF | 13,752 CHF | 99.99% | 99.99% |
13/05/2024 | 6.96% | 0.14 CHF | 0.16 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 11,997 CHF | 12,857 CHF | 100.00% | 100.00% |
10/05/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 13,525 CHF | 14,385 CHF | 100.00% | 100.00% |
08/05/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 88,000 | 88,000 | 87,984 | 87,984 | 20,892 CHF | 21,772 CHF | 99.09% | 99.09% |
07/05/2024 | 3.85% | 0.24 CHF | 0.25 CHF | 88,000 | 88,000 | 88,450 | 88,450 | 22,593 CHF | 23,478 CHF | 99.88% | 99.88% |
06/05/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 90,000 | 90,000 | 90,196 | 90,196 | 28,120 CHF | 29,022 CHF | 100.00% | 100.00% |
03/05/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 90,000 | 90,000 | 90,247 | 90,247 | 28,802 CHF | 29,704 CHF | 100.00% | 100.00% |
02/05/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 90,000 | 90,000 | 91,195 | 91,195 | 31,011 CHF | 31,923 CHF | 100.00% | 100.00% |
30/04/2024 | 3.08% | 0.34 CHF | 0.35 CHF | 90,000 | 90,000 | 89,958 | 89,958 | 28,837 CHF | 29,737 CHF | 100.00% | 100.00% |