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 | 4.44% | 0.21 CHF | 0.22 CHF | 110,000 | 110,000 | 112,372 | 112,372 | 25,405 CHF | 26,529 CHF | 99.99% | 99.99% |
13/05/2024 | 3.25% | 0.28 CHF | 0.29 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 35,749 CHF | 36,926 CHF | 100.00% | 100.00% |
10/05/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 33,688 CHF | 34,853 CHF | 100.00% | 100.00% |
08/05/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 34,680 CHF | 35,860 CHF | 98.99% | 98.99% |
07/05/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 118,000 | 118,000 | 117,952 | 117,952 | 35,797 CHF | 36,977 CHF | 99.66% | 99.66% |
06/05/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 37,712 CHF | 38,902 CHF | 100.00% | 100.00% |
03/05/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 38,064 CHF | 39,262 CHF | 99.99% | 99.99% |
02/05/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 36,428 CHF | 37,611 CHF | 100.00% | 100.00% |
30/04/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 39,658 CHF | 40,858 CHF | 99.99% | 99.99% |
29/04/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 37,937 CHF | 39,130 CHF | 99.57% | 99.57% |