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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 172,674 | 172,674 | 56,277 CHF | 58,004 CHF | 99.76% | 99.76% |
13/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 172,986 | 172,986 | 56,142 CHF | 57,872 CHF | 100.00% | 100.00% |
10/05/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,180 CHF | 57,930 CHF | 100.00% | 100.00% |
08/05/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,373 | 175,373 | 51,759 CHF | 53,513 CHF | 100.00% | 100.00% |
07/05/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,345 CHF | 55,345 CHF | 99.85% | 99.85% |
06/05/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,952 | 198,952 | 54,846 CHF | 56,836 CHF | 99.83% | 99.83% |
03/05/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,608 | 201,608 | 51,658 CHF | 53,674 CHF | 100.00% | 100.00% |
02/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,306 | 201,306 | 50,529 CHF | 52,543 CHF | 100.00% | 100.00% |
30/04/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,561 | 195,562 | 54,956 CHF | 56,912 CHF | 100.00% | 100.00% |
29/04/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,549 CHF | 55,549 CHF | 99.90% | 99.90% |