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 | 3.01% | 0.34 CHF | 0.35 CHF | 390,000 | 390,000 | 389,305 | 389,305 | 127,658 CHF | 131,558 CHF | 99.84% | 99.84% |
14/05/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 123,953 CHF | 127,953 CHF | 99.89% | 99.89% |
13/05/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 124,294 CHF | 128,194 CHF | 100.00% | 100.00% |
10/05/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 124,211 CHF | 128,111 CHF | 100.00% | 100.00% |
08/05/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 126,328 CHF | 130,428 CHF | 99.29% | 99.29% |
07/05/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 400,000 | 400,000 | 399,575 | 399,575 | 129,045 CHF | 133,045 CHF | 100.00% | 100.00% |
06/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 133,100 CHF | 137,000 CHF | 100.00% | 100.00% |
03/05/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 140,064 CHF | 144,264 CHF | 98.77% | 98.77% |
02/05/2024 | 3.40% | 0.28 CHF | 0.30 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 130,182 CHF | 134,682 CHF | 99.99% | 99.99% |
30/04/2024 | 3.47% | 0.26 CHF | 0.27 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 116,312 CHF | 120,412 CHF | 99.77% | 99.77% |