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 | 4.55% | 0.19 CHF | 0.20 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 25,382 CHF | 26,559 CHF | 100.00% | 100.00% |
10/05/2024 | 4.88% | 0.22 CHF | 0.23 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 23,310 CHF | 24,475 CHF | 100.00% | 100.00% |
08/05/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 24,442 CHF | 25,622 CHF | 98.99% | 98.99% |
07/05/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 118,000 | 118,000 | 117,953 | 117,953 | 25,420 CHF | 26,601 CHF | 99.66% | 99.66% |
06/05/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 27,260 CHF | 28,450 CHF | 100.00% | 100.00% |
03/05/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 27,567 CHF | 28,765 CHF | 99.98% | 99.98% |
02/05/2024 | 4.45% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 118,314 | 118,314 | 25,997 CHF | 27,180 CHF | 100.00% | 100.00% |
30/04/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 119,938 | 119,938 | 29,065 CHF | 30,265 CHF | 100.00% | 100.00% |
29/04/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 27,449 CHF | 28,641 CHF | 99.57% | 99.57% |
26/04/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 119,503 | 119,503 | 27,956 CHF | 29,151 CHF | 99.62% | 99.62% |