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 | 2.32% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 112,904 | 112,904 | 48,375 CHF | 49,507 CHF | 100.00% | 100.00% |
14/05/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 112,371 | 112,371 | 46,427 CHF | 47,551 CHF | 99.99% | 99.99% |
13/05/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 57,659 CHF | 58,836 CHF | 100.00% | 100.00% |
10/05/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 55,157 CHF | 56,322 CHF | 100.00% | 100.00% |
08/05/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 56,742 CHF | 57,922 CHF | 98.98% | 98.98% |
07/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 118,000 | 118,000 | 117,951 | 117,951 | 57,724 CHF | 58,904 CHF | 99.66% | 99.66% |
06/05/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 59,837 CHF | 61,027 CHF | 100.00% | 100.00% |
03/05/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 60,302 CHF | 61,500 CHF | 100.00% | 100.00% |
02/05/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 58,325 CHF | 59,508 CHF | 100.00% | 100.00% |
30/04/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 119,938 | 119,938 | 61,942 CHF | 63,142 CHF | 100.00% | 100.00% |