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% | 0.29 CHF | 0.30 CHF | 143,546 | 50,000 | 144,823 | 49,760 | 40,916 CHF | 14,675 CHF | 98.90% | 98.90% |
14/05/2024 | 4.42% | 0.27 CHF | 0.28 CHF | 147,444 | 50,000 | 147,905 | 50,000 | 40,209 CHF | 14,209 CHF | 100.00% | 100.00% |
13/05/2024 | 4.31% | 0.25 CHF | 0.26 CHF | 155,594 | 50,000 | 152,287 | 50,000 | 39,625 CHF | 13,598 CHF | 100.00% | 100.00% |
10/05/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 151,947 | 50,000 | 145,875 | 50,000 | 41,068 CHF | 14,664 CHF | 100.00% | 100.00% |
08/05/2024 | 4.41% | 0.27 CHF | 0.28 CHF | 151,959 | 50,000 | 147,151 | 50,000 | 40,918 CHF | 14,571 CHF | 98.83% | 98.83% |
07/05/2024 | 3.83% | 0.28 CHF | 0.29 CHF | 148,952 | 50,000 | 151,374 | 50,000 | 40,983 CHF | 14,066 CHF | 97.06% | 97.06% |
06/05/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 155,261 | 50,000 | 152,446 | 50,000 | 40,257 CHF | 13,775 CHF | 100.00% | 100.00% |
03/05/2024 | 4.46% | 0.28 CHF | 0.29 CHF | 150,390 | 50,000 | 151,185 | 50,000 | 41,623 CHF | 14,402 CHF | 97.94% | 97.94% |
02/05/2024 | 5.55% | 0.26 CHF | 0.27 CHF | 158,303 | 50,000 | 155,587 | 50,000 | 40,681 CHF | 13,824 CHF | 99.40% | 99.40% |
30/04/2024 | 3.95% | 0.28 CHF | 0.29 CHF | 150,272 | 50,000 | 147,689 | 50,000 | 41,052 CHF | 14,461 CHF | 100.00% | 100.00% |