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 | 2.73% | 0.39 CHF | 0.40 CHF | 114,000 | 114,000 | 112,899 | 112,899 | 41,180 CHF | 42,311 CHF | 100.00% | 100.00% |
14/05/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 39,252 CHF | 40,376 CHF | 99.99% | 99.99% |
13/05/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 50,223 CHF | 51,400 CHF | 100.00% | 100.00% |
10/05/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 47,929 CHF | 49,094 CHF | 100.00% | 100.00% |
08/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 49,477 CHF | 50,657 CHF | 98.98% | 98.98% |
07/05/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 118,000 | 118,000 | 117,953 | 117,953 | 50,250 CHF | 51,430 CHF | 99.66% | 99.66% |
06/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 52,236 CHF | 53,427 CHF | 100.00% | 100.00% |
03/05/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 52,688 CHF | 53,885 CHF | 100.00% | 100.00% |
02/05/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 50,962 CHF | 52,145 CHF | 100.00% | 100.00% |
30/04/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 119,943 | 119,943 | 54,351 CHF | 55,551 CHF | 99.99% | 99.99% |