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 | 3.86% | 0.31 CHF | 0.32 CHF | 150,470 | 50,000 | 150,020 | 49,760 | 46,080 CHF | 15,887 CHF | 98.90% | 98.90% |
14/05/2024 | 4.03% | 0.29 CHF | 0.30 CHF | 154,632 | 50,000 | 153,714 | 50,000 | 45,426 CHF | 15,386 CHF | 100.00% | 100.00% |
13/05/2024 | 4.40% | 0.27 CHF | 0.29 CHF | 160,929 | 50,000 | 158,241 | 50,000 | 45,252 CHF | 14,947 CHF | 100.00% | 100.00% |
10/05/2024 | 4.21% | 0.29 CHF | 0.30 CHF | 155,832 | 50,000 | 151,878 | 50,000 | 46,306 CHF | 15,908 CHF | 100.00% | 100.00% |
08/05/2024 | 3.85% | 0.29 CHF | 0.31 CHF | 156,310 | 50,000 | 153,123 | 50,000 | 46,289 CHF | 15,745 CHF | 100.00% | 100.00% |
07/05/2024 | 3.76% | 0.31 CHF | 0.32 CHF | 152,148 | 50,000 | 155,655 | 50,000 | 45,497 CHF | 15,177 CHF | 96.43% | 96.43% |
06/05/2024 | 4.29% | 0.28 CHF | 0.29 CHF | 159,531 | 50,000 | 157,574 | 50,000 | 45,455 CHF | 15,060 CHF | 100.00% | 100.00% |
03/05/2024 | 4.15% | 0.30 CHF | 0.32 CHF | 154,132 | 50,000 | 155,750 | 50,000 | 46,626 CHF | 15,614 CHF | 97.94% | 97.94% |
02/05/2024 | 3.85% | 0.28 CHF | 0.29 CHF | 162,339 | 50,000 | 160,964 | 50,000 | 46,533 CHF | 15,026 CHF | 99.40% | 99.40% |
30/04/2024 | 4.38% | 0.31 CHF | 0.32 CHF | 155,438 | 50,000 | 153,124 | 50,000 | 46,488 CHF | 15,859 CHF | 100.00% | 100.00% |