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 | 4.20% | 0.24 CHF | 0.25 CHF | 46,000 | 46,000 | 45,896 | 45,896 | 10,769 CHF | 11,229 CHF | 99.99% | 99.99% |
14/05/2024 | 2.97% | 0.27 CHF | 0.28 CHF | 46,000 | 46,000 | 46,966 | 46,966 | 15,736 CHF | 16,206 CHF | 99.99% | 99.99% |
13/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 14,377 CHF | 14,847 CHF | 100.00% | 100.00% |
10/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 14,367 CHF | 14,837 CHF | 100.00% | 100.00% |
08/05/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 18,223 CHF | 18,693 CHF | 99.08% | 99.08% |
07/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 47,000 | 47,000 | 47,060 | 47,060 | 18,760 CHF | 19,231 CHF | 99.94% | 99.94% |
06/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 22,919 CHF | 23,399 CHF | 100.00% | 100.00% |
03/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 28,041 CHF | 28,530 CHF | 100.00% | 100.00% |
02/05/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 30,058 CHF | 30,548 CHF | 100.00% | 100.00% |
30/04/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 49,000 | 49,000 | 48,936 | 48,936 | 27,927 CHF | 28,416 CHF | 100.00% | 100.00% |