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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 3.31% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 192,265 | 192,265 | 61,201 CHF | 63,191 CHF | 99.98% | 99.98% |
13/05/2024 | 2.46% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,460 CHF | 82,460 CHF | 100.00% | 100.00% |
10/05/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,968 CHF | 78,968 CHF | 100.00% | 100.00% |
08/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,359 CHF | 60,359 CHF | 100.00% | 100.00% |
07/05/2024 | 3.92% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 204,454 | 200,000 | 51,214 CHF | 52,198 CHF | 98.92% | 98.92% |
06/05/2024 | 4.75% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 245,748 | 200,000 | 50,537 CHF | 43,339 CHF | 100.00% | 100.00% |
03/05/2024 | 7.16% | 0.18 CHF | 0.19 CHF | 280,000 | 200,000 | 375,822 | 200,000 | 50,599 CHF | 30,233 CHF | 98.71% | 98.71% |
02/05/2024 | 4.92% | 0.10 CHF | 0.11 CHF | 500,000 | 200,000 | 256,666 | 200,000 | 50,834 CHF | 43,983 CHF | 96.19% | 96.19% |
30/04/2024 | 3.98% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 205,543 | 200,000 | 50,658 CHF | 51,345 CHF | 100.00% | 100.00% |
29/04/2024 | 3.20% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,574 CHF | 63,574 CHF | 99.89% | 99.89% |