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 | 6.03% | 0.14 CHF | 0.16 CHF | 110,000 | 110,000 | 112,370 | 112,370 | 18,904 CHF | 20,028 CHF | 100.00% | 100.00% |
13/05/2024 | 4.00% | 0.22 CHF | 0.23 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 28,955 CHF | 30,132 CHF | 100.00% | 100.00% |
10/05/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 26,774 CHF | 27,939 CHF | 100.00% | 100.00% |
08/05/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 118,000 | 118,000 | 117,967 | 117,967 | 27,973 CHF | 29,153 CHF | 99.06% | 99.06% |
07/05/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 118,000 | 118,000 | 117,953 | 117,953 | 28,867 CHF | 30,047 CHF | 99.66% | 99.66% |
06/05/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 30,711 CHF | 31,902 CHF | 100.00% | 100.00% |
03/05/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 31,085 CHF | 32,283 CHF | 100.00% | 100.00% |
02/05/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 29,593 CHF | 30,776 CHF | 100.00% | 100.00% |
30/04/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 120,000 | 120,000 | 119,938 | 119,938 | 32,651 CHF | 33,851 CHF | 100.00% | 100.00% |
29/04/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 30,950 CHF | 32,143 CHF | 99.57% | 99.57% |