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 | 5.00% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 268,018 | 268,018 | 52,250 CHF | 54,930 CHF | 99.39% | 99.39% |
14/05/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,923 | 296,923 | 53,755 CHF | 56,725 CHF | 99.17% | 99.17% |
13/05/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 280,606 | 280,606 | 52,656 CHF | 55,462 CHF | 99.38% | 99.38% |
10/05/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 287,880 | 287,880 | 53,144 CHF | 56,023 CHF | 99.39% | 99.39% |
08/05/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 261,972 | 261,972 | 51,072 CHF | 53,691 CHF | 99.38% | 99.38% |
07/05/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,256 | 278,256 | 52,506 CHF | 55,289 CHF | 99.24% | 99.24% |
06/05/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 293,079 | 293,079 | 53,520 CHF | 56,450 CHF | 99.20% | 99.20% |
03/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 52,250 CHF | 55,000 CHF | 99.38% | 99.38% |
02/05/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 263,872 | 263,872 | 51,232 CHF | 53,871 CHF | 99.38% | 99.38% |
30/04/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 254,143 | 254,142 | 50,339 CHF | 52,880 CHF | 99.43% | 99.43% |