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 | 3.36% | 0.30 CHF | 0.31 CHF | 245,000 | 245,000 | 243,954 | 243,954 | 71,507 CHF | 73,947 CHF | 100.00% | 100.00% |
13/05/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 81,081 CHF | 83,570 CHF | 100.00% | 100.00% |
10/05/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 250,893 | 250,893 | 87,054 CHF | 89,563 CHF | 100.00% | 100.00% |
08/05/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 255,000 | 255,000 | 253,866 | 253,866 | 91,950 CHF | 94,489 CHF | 98.83% | 98.83% |
07/05/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 245,000 | 245,000 | 247,721 | 247,721 | 77,532 CHF | 80,011 CHF | 97.92% | 97.92% |
06/05/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 76,352 CHF | 78,830 CHF | 100.00% | 100.00% |
03/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 81,027 CHF | 83,517 CHF | 100.00% | 100.00% |
02/05/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 81,958 CHF | 84,448 CHF | 100.00% | 100.00% |
30/04/2024 | 3.30% | 0.33 CHF | 0.34 CHF | 250,000 | 250,000 | 245,385 | 245,385 | 73,616 CHF | 76,071 CHF | 100.00% | 100.00% |
29/04/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 238,963 | 238,963 | 55,769 CHF | 58,160 CHF | 100.00% | 100.00% |