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 | 2.09% | 0.50 CHF | 0.51 CHF | 114,000 | 114,000 | 112,902 | 112,902 | 53,905 CHF | 55,037 CHF | 100.00% | 100.00% |
14/05/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 112,372 | 112,372 | 51,956 CHF | 53,080 CHF | 99.99% | 99.99% |
13/05/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 63,429 CHF | 64,606 CHF | 100.00% | 100.00% |
10/05/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 60,840 CHF | 62,005 CHF | 100.00% | 100.00% |
08/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 62,622 CHF | 63,802 CHF | 98.99% | 98.99% |
07/05/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 117,951 | 117,951 | 63,482 CHF | 64,663 CHF | 99.66% | 99.66% |
06/05/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 65,648 CHF | 66,838 CHF | 100.00% | 100.00% |
03/05/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 66,141 CHF | 67,338 CHF | 100.00% | 100.00% |
02/05/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 64,137 CHF | 65,320 CHF | 100.00% | 100.00% |
30/04/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 119,943 | 119,943 | 67,823 CHF | 69,023 CHF | 100.00% | 100.00% |