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 | 4.27% | 0.26 CHF | 0.27 CHF | 114,000 | 114,000 | 112,900 | 112,900 | 26,197 CHF | 27,328 CHF | 100.00% | 100.00% |
14/05/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 24,388 CHF | 25,512 CHF | 100.00% | 100.00% |
13/05/2024 | 3.34% | 0.27 CHF | 0.28 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 34,703 CHF | 35,880 CHF | 100.00% | 100.00% |
10/05/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 32,649 CHF | 33,814 CHF | 100.00% | 100.00% |
08/05/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 33,608 CHF | 34,788 CHF | 98.98% | 98.98% |
07/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 118,000 | 118,000 | 117,952 | 117,952 | 34,664 CHF | 35,844 CHF | 99.66% | 99.66% |
06/05/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 36,566 CHF | 37,756 CHF | 100.00% | 100.00% |
03/05/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 36,944 CHF | 38,142 CHF | 99.99% | 99.99% |
02/05/2024 | 3.30% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 35,330 CHF | 36,513 CHF | 99.99% | 99.99% |
30/04/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 119,938 | 119,938 | 38,506 CHF | 39,706 CHF | 100.00% | 100.00% |