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 | 4.45% | 0.22 CHF | 0.23 CHF | 180,524 | 50,000 | 174,752 | 50,000 | 38,444 CHF | 11,504 CHF | 100.00% | 100.00% |
10/05/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 173,274 | 50,000 | 171,660 | 50,000 | 39,081 CHF | 11,888 CHF | 93.16% | 93.16% |
08/05/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 189,505 | 50,000 | 190,461 | 50,000 | 38,330 CHF | 10,565 CHF | 99.64% | 99.64% |
07/05/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 180,081 | 50,000 | 186,324 | 50,000 | 39,240 CHF | 11,037 CHF | 92.49% | 92.49% |
06/05/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 213,438 | 50,000 | 209,368 | 50,000 | 37,332 CHF | 9,417 CHF | 100.00% | 100.00% |
03/05/2024 | 5.65% | 0.16 CHF | 0.17 CHF | 221,498 | 50,000 | 214,453 | 50,000 | 36,909 CHF | 9,115 CHF | 92.44% | 92.44% |
02/05/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 249,282 | 50,000 | 245,265 | 50,000 | 35,977 CHF | 7,841 CHF | 97.17% | 97.17% |
30/04/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 227,896 | 50,000 | 230,377 | 50,000 | 37,571 CHF | 8,659 CHF | 100.00% | 100.00% |
29/04/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 249,040 | 50,000 | 246,199 | 50,000 | 37,042 CHF | 8,024 CHF | 100.00% | 100.00% |
26/04/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 251,132 | 50,000 | 254,963 | 50,000 | 35,645 CHF | 7,491 CHF | 99.33% | 99.33% |