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 | 3.54% | 0.31 CHF | 0.32 CHF | 114,000 | 114,000 | 112,899 | 112,899 | 31,672 CHF | 32,803 CHF | 100.00% | 100.00% |
14/05/2024 | 3.76% | 0.24 CHF | 0.25 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 29,878 CHF | 31,002 CHF | 99.99% | 99.99% |
13/05/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 40,362 CHF | 41,539 CHF | 100.00% | 100.00% |
10/05/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 38,257 CHF | 39,422 CHF | 100.00% | 100.00% |
08/05/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 39,355 CHF | 40,535 CHF | 99.00% | 99.00% |
07/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 118,000 | 118,000 | 117,954 | 117,954 | 40,444 CHF | 41,624 CHF | 99.66% | 99.66% |
06/05/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 42,412 CHF | 43,602 CHF | 100.00% | 100.00% |
03/05/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 42,795 CHF | 43,993 CHF | 99.99% | 99.99% |
02/05/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 118,314 | 118,314 | 41,074 CHF | 42,257 CHF | 100.00% | 100.00% |
30/04/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 119,943 | 119,943 | 44,390 CHF | 45,590 CHF | 100.00% | 100.00% |