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 | 3.57% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 146,348 | 146,348 | 40,934 CHF | 42,400 CHF | 99.97% | 99.97% |
13/05/2024 | 4.66% | 0.24 CHF | 0.25 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 33,627 CHF | 35,227 CHF | 100.00% | 100.00% |
10/05/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 35,584 CHF | 37,184 CHF | 100.00% | 100.00% |
08/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 160,000 | 160,000 | 159,963 | 159,963 | 35,017 CHF | 36,617 CHF | 99.06% | 99.06% |
07/05/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 160,000 | 160,000 | 159,918 | 159,918 | 33,805 CHF | 35,407 CHF | 99.63% | 99.63% |
06/05/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 33,685 CHF | 35,385 CHF | 100.00% | 100.00% |
03/05/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 33,661 CHF | 35,361 CHF | 99.98% | 99.98% |
02/05/2024 | 4.71% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 35,263 CHF | 36,963 CHF | 100.00% | 100.00% |
30/04/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 32,642 CHF | 34,342 CHF | 99.99% | 99.99% |
29/04/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 170,000 | 170,000 | 169,942 | 169,942 | 34,338 CHF | 36,038 CHF | 100.00% | 100.00% |