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 | 2.50% | 0.42 CHF | 0.43 CHF | 114,000 | 114,000 | 112,903 | 112,903 | 44,964 CHF | 46,096 CHF | 100.00% | 100.00% |
14/05/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 43,024 CHF | 44,148 CHF | 99.99% | 99.99% |
13/05/2024 | 2.15% | 0.43 CHF | 0.44 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 54,155 CHF | 55,332 CHF | 100.00% | 100.00% |
10/05/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 51,699 CHF | 52,864 CHF | 100.00% | 100.00% |
08/05/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 53,207 CHF | 54,387 CHF | 98.98% | 98.98% |
07/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 118,000 | 118,000 | 117,954 | 117,954 | 54,228 CHF | 55,408 CHF | 99.66% | 99.66% |
06/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 56,339 CHF | 57,530 CHF | 100.00% | 100.00% |
03/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 56,747 CHF | 57,945 CHF | 100.00% | 100.00% |
02/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 118,314 | 118,314 | 54,806 CHF | 55,989 CHF | 100.00% | 100.00% |
30/04/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 119,940 | 119,940 | 58,414 CHF | 59,614 CHF | 100.00% | 100.00% |