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 | 3.42% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 186,100 | 186,100 | 53,486 CHF | 55,347 CHF | 99.38% | 99.38% |
14/05/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 224,972 | 224,972 | 53,064 CHF | 55,314 CHF | 99.16% | 99.16% |
13/05/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 228,648 | 228,648 | 53,002 CHF | 55,288 CHF | 99.38% | 99.38% |
10/05/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 236,372 | 236,372 | 53,072 CHF | 55,436 CHF | 99.38% | 99.38% |
08/05/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 248,348 | 248,348 | 53,295 CHF | 55,779 CHF | 99.38% | 99.38% |
07/05/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 240,512 | 240,511 | 53,456 CHF | 55,861 CHF | 99.23% | 99.23% |
06/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,178 CHF | 53,178 CHF | 99.22% | 99.22% |
03/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,106 CHF | 54,106 CHF | 99.38% | 99.38% |
02/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,973 | 199,973 | 52,078 CHF | 54,078 CHF | 99.38% | 99.38% |
30/04/2024 | 2.97% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 164,834 | 164,834 | 54,573 CHF | 56,222 CHF | 99.43% | 99.43% |