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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 102,666 CHF | 105,155 CHF | 100.00% | 100.00% |
10/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 250,892 | 250,892 | 98,192 CHF | 100,701 CHF | 100.00% | 100.00% |
08/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 255,000 | 255,000 | 253,863 | 253,863 | 95,498 CHF | 98,037 CHF | 98.83% | 98.83% |
07/05/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 245,000 | 245,000 | 247,712 | 247,712 | 105,303 CHF | 107,782 CHF | 97.92% | 97.92% |
06/05/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 247,765 | 247,765 | 106,546 CHF | 109,024 CHF | 100.00% | 100.00% |
03/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 102,826 CHF | 105,316 CHF | 99.99% | 99.99% |
02/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 248,969 | 248,969 | 102,237 CHF | 104,726 CHF | 100.00% | 100.00% |
30/04/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 245,395 | 245,395 | 108,378 CHF | 110,833 CHF | 100.00% | 100.00% |
29/04/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 240,000 | 240,000 | 238,962 | 238,962 | 121,449 CHF | 123,839 CHF | 100.00% | 100.00% |
26/04/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 240,000 | 240,000 | 239,032 | 239,032 | 116,558 CHF | 118,948 CHF | 99.62% | 99.62% |