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 | 2.88% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 156,175 | 156,175 | 53,476 CHF | 55,037 CHF | 99.39% | 99.39% |
14/05/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 170,155 | 170,155 | 55,933 CHF | 57,635 CHF | 99.16% | 99.16% |
13/05/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 141,950 | 141,950 | 55,727 CHF | 57,146 CHF | 99.38% | 99.38% |
10/05/2024 | 2.64% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 149,720 | 149,720 | 55,895 CHF | 57,392 CHF | 99.39% | 99.39% |
08/05/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 219,939 | 219,939 | 53,038 CHF | 55,237 CHF | 99.38% | 99.38% |
07/05/2024 | 5.74% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 309,726 | 309,725 | 52,422 CHF | 55,519 CHF | 99.22% | 99.22% |
06/05/2024 | 5.66% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 305,306 | 305,306 | 52,470 CHF | 55,523 CHF | 99.20% | 99.20% |
03/05/2024 | 6.97% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 375,539 | 375,539 | 52,037 CHF | 55,793 CHF | 99.38% | 99.38% |
02/05/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 411,016 | 411,016 | 51,632 CHF | 55,742 CHF | 99.39% | 99.39% |
30/04/2024 | 5.88% | 0.14 CHF | 0.15 CHF | 325,000 | 325,000 | 309,797 | 309,797 | 51,189 CHF | 54,287 CHF | 99.43% | 99.43% |