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 | - | 0.17 CHF | - CHF | 270,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
10/05/2024 | 4.56% | 0.17 CHF | 0.22 CHF | 270,000 | 275,000 | 275,000 | 275,000 | 58,917 CHF | 61,667 CHF | 2.76% | 100.00% |
08/05/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 280,427 | 280,427 | 78,563 CHF | 81,368 CHF | 98.93% | 98.93% |
07/05/2024 | 2.83% | 0.30 CHF | 0.31 CHF | 285,000 | 285,000 | 286,156 | 286,156 | 101,502 CHF | 104,367 CHF | 91.09% | 91.09% |
06/05/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 96,929 CHF | 99,781 CHF | 100.00% | 100.00% |
03/05/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 289,545 | 289,545 | 111,088 CHF | 113,984 CHF | 90.84% | 90.84% |
02/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 291,136 | 291,136 | 119,173 CHF | 122,085 CHF | 93.24% | 93.24% |
30/04/2024 | 2.71% | 0.39 CHF | 0.40 CHF | 290,000 | 290,000 | 288,361 | 288,361 | 105,063 CHF | 107,948 CHF | 100.00% | 100.00% |
29/04/2024 | 3.39% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 271,868 | 271,868 | 95,727 CHF | 98,745 CHF | 99.98% | 99.98% |
26/04/2024 | 2.49% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 289,235 | 289,235 | 114,919 CHF | 117,811 CHF | 99.42% | 99.42% |