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 | 4.30% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 105,134 | 49,760 | 52,089 CHF | 25,752 CHF | 98.90% | 98.90% |
14/05/2024 | 4.56% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 109,992 | 50,000 | 52,981 CHF | 25,208 CHF | 100.00% | 100.00% |
13/05/2024 | 4.90% | 0.45 CHF | 0.48 CHF | 120,000 | 50,000 | 112,241 | 50,000 | 52,337 CHF | 24,517 CHF | 100.00% | 100.00% |
10/05/2024 | 4.43% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 105,220 | 50,000 | 51,654 CHF | 25,683 CHF | 100.00% | 100.00% |
08/05/2024 | 4.50% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 107,070 | 50,000 | 52,109 CHF | 25,506 CHF | 98.83% | 98.83% |
07/05/2024 | 4.72% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,217 CHF | 24,883 CHF | 97.06% | 97.06% |
06/05/2024 | 4.59% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 110,324 | 50,000 | 51,816 CHF | 24,589 CHF | 100.00% | 100.00% |
03/05/2024 | 4.45% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 108,722 | 50,000 | 52,513 CHF | 25,264 CHF | 97.94% | 97.94% |
02/05/2024 | 4.37% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 110,981 | 50,000 | 51,958 CHF | 24,462 CHF | 99.40% | 99.40% |
30/04/2024 | 4.29% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 109,938 | 50,000 | 53,601 CHF | 25,448 CHF | 97.17% | 97.17% |