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 | 4.45% | 0.21 CHF | 0.22 CHF | 340,000 | 340,000 | 339,388 | 339,388 | 74,914 CHF | 78,314 CHF | 99.84% | 99.84% |
14/05/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 82,557 CHF | 85,957 CHF | 99.89% | 99.89% |
13/05/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 79,440 CHF | 82,840 CHF | 100.00% | 100.00% |
10/05/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 82,547 CHF | 86,047 CHF | 100.00% | 100.00% |
08/05/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 85,917 CHF | 89,317 CHF | 99.29% | 99.29% |
07/05/2024 | 4.14% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 349,628 | 349,628 | 82,997 CHF | 86,497 CHF | 100.00% | 100.00% |
06/05/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 79,135 CHF | 82,735 CHF | 100.00% | 100.00% |
03/05/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 79,950 CHF | 83,350 CHF | 98.76% | 98.76% |
02/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 93,736 CHF | 97,036 CHF | 99.99% | 99.99% |
30/04/2024 | 3.43% | 0.33 CHF | 0.34 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 100,512 CHF | 104,012 CHF | 99.78% | 99.78% |