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 | 3.36% | 0.32 CHF | 0.33 CHF | 114,000 | 114,000 | 112,899 | 112,899 | 33,353 CHF | 34,485 CHF | 100.00% | 100.00% |
14/05/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 31,488 CHF | 32,612 CHF | 99.99% | 99.99% |
13/05/2024 | 2.76% | 0.33 CHF | 0.34 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 42,123 CHF | 43,300 CHF | 100.00% | 100.00% |
10/05/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 39,812 CHF | 40,977 CHF | 100.00% | 100.00% |
08/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 41,329 CHF | 42,509 CHF | 98.99% | 98.99% |
07/05/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 118,000 | 118,000 | 117,954 | 117,954 | 42,138 CHF | 43,319 CHF | 99.66% | 99.66% |
06/05/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 44,111 CHF | 45,301 CHF | 100.00% | 100.00% |
03/05/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 44,492 CHF | 45,690 CHF | 100.00% | 100.00% |
02/05/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 118,314 | 118,314 | 42,752 CHF | 43,935 CHF | 100.00% | 100.00% |
30/04/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 46,070 CHF | 47,270 CHF | 100.00% | 100.00% |