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 | 5.78% | 0.17 CHF | 0.18 CHF | 460,000 | 460,000 | 466,146 | 466,146 | 78,328 CHF | 82,989 CHF | 100.00% | 100.00% |
10/05/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 470,000 | 470,000 | 460,638 | 460,638 | 73,870 CHF | 78,476 CHF | 100.00% | 100.00% |
08/05/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 470,000 | 470,000 | 467,964 | 467,964 | 91,798 CHF | 96,478 CHF | 99.15% | 99.15% |
07/05/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 470,000 | 470,000 | 467,698 | 467,698 | 90,873 CHF | 95,553 CHF | 99.85% | 99.85% |
06/05/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 87,844 CHF | 92,524 CHF | 100.00% | 100.00% |
03/05/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 470,000 | 470,000 | 468,086 | 468,086 | 89,567 CHF | 94,248 CHF | 99.97% | 99.97% |
02/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 470,000 | 470,000 | 468,061 | 468,061 | 89,021 CHF | 93,701 CHF | 100.00% | 100.00% |
30/04/2024 | 4.75% | 0.22 CHF | 0.23 CHF | 470,000 | 470,000 | 469,247 | 469,247 | 96,625 CHF | 101,320 CHF | 99.99% | 99.99% |
29/04/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 470,000 | 470,000 | 467,967 | 467,967 | 84,203 CHF | 88,884 CHF | 100.00% | 100.00% |
26/04/2024 | 5.17% | 0.18 CHF | 0.19 CHF | 470,000 | 470,000 | 468,049 | 468,049 | 88,228 CHF | 92,908 CHF | 99.44% | 99.44% |