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 | 4.20% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 228,067 | 228,067 | 53,128 CHF | 55,409 CHF | 100.00% | 100.00% |
14/05/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 203,189 | 203,188 | 51,858 CHF | 53,890 CHF | 99.77% | 99.77% |
13/05/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 210,846 | 210,846 | 51,672 CHF | 53,781 CHF | 100.00% | 100.00% |
10/05/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 207,816 | 207,816 | 51,554 CHF | 53,632 CHF | 100.00% | 100.00% |
08/05/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,137 CHF | 55,137 CHF | 96.89% | 96.89% |
07/05/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 203,330 | 203,330 | 51,179 CHF | 53,213 CHF | 99.83% | 99.83% |
06/05/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,565 | 226,564 | 53,240 CHF | 55,506 CHF | 99.76% | 99.76% |
03/05/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 210,207 | 210,207 | 51,879 CHF | 53,981 CHF | 99.99% | 99.99% |
02/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,965 CHF | 53,715 CHF | 100.00% | 100.00% |
30/04/2024 | 3.27% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 177,860 | 177,860 | 53,478 CHF | 55,256 CHF | 100.00% | 100.00% |