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 | 2.31% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 112,372 | 112,372 | 48,562 CHF | 49,686 CHF | 99.99% | 99.99% |
13/05/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 59,917 CHF | 61,094 CHF | 100.00% | 100.00% |
10/05/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 57,355 CHF | 58,520 CHF | 100.00% | 100.00% |
08/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 59,086 CHF | 60,266 CHF | 98.99% | 98.99% |
07/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 118,000 | 118,000 | 117,951 | 117,951 | 59,985 CHF | 61,166 CHF | 99.66% | 99.66% |
06/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 62,138 CHF | 63,328 CHF | 100.00% | 100.00% |
03/05/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 62,603 CHF | 63,801 CHF | 100.00% | 100.00% |
02/05/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 60,612 CHF | 61,796 CHF | 100.00% | 100.00% |
30/04/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 64,262 CHF | 65,462 CHF | 100.00% | 100.00% |
29/04/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 62,381 CHF | 63,574 CHF | 99.57% | 99.57% |