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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 204,916 | 25,000 | 50,197 CHF | 6,377 CHF | 89.03% | 89.03% |
10/05/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 25,000 | 199,948 | 25,000 | 51,477 CHF | 6,687 CHF | 100.00% | 100.00% |
08/05/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 210,000 | 25,000 | 205,062 | 25,000 | 50,653 CHF | 6,436 CHF | 100.00% | 100.00% |
07/05/2024 | 4.18% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 215,474 | 25,000 | 50,463 CHF | 6,113 CHF | 98.17% | 98.17% |
06/05/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 247,193 | 25,000 | 243,217 | 25,000 | 49,872 CHF | 5,378 CHF | 94.95% | 94.95% |
03/05/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 239,885 | 25,000 | 50,376 CHF | 5,503 CHF | 86.49% | 86.49% |
02/05/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 259,404 | 25,000 | 49,951 CHF | 5,067 CHF | 88.83% | 88.83% |
30/04/2024 | 5.13% | 0.20 CHF | 0.21 CHF | 265,817 | 25,000 | 265,840 | 25,000 | 50,510 CHF | 5,004 CHF | 86.17% | 86.17% |
29/04/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 277,552 | 50,000 | 50,348 CHF | 9,572 CHF | 73.79% | 73.79% |
26/04/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 304,286 | 50,000 | 312,383 | 50,000 | 47,244 CHF | 8,067 CHF | 92.18% | 92.18% |