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 | 5.91% | 0.15 CHF | 0.16 CHF | 176,799 | 25,000 | 178,335 | 25,000 | 29,456 CHF | 4,378 CHF | 100.00% | 100.00% |
13/05/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 178,287 | 25,000 | 178,621 | 25,000 | 30,113 CHF | 4,465 CHF | 90.07% | 90.07% |
10/05/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 177,745 | 25,000 | 177,627 | 25,000 | 27,774 CHF | 4,159 CHF | 100.00% | 100.00% |
08/05/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 179,149 | 25,000 | 178,636 | 25,000 | 30,309 CHF | 4,490 CHF | 100.00% | 100.00% |
07/05/2024 | 5.26% | 0.16 CHF | 0.17 CHF | 178,072 | 25,000 | 179,769 | 25,000 | 33,403 CHF | 4,894 CHF | 96.44% | 96.44% |
06/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 182,130 | 25,000 | 181,844 | 25,000 | 40,524 CHF | 5,821 CHF | 100.00% | 100.00% |
03/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 182,210 | 25,000 | 182,138 | 25,000 | 40,553 CHF | 5,815 CHF | 98.63% | 98.63% |
02/05/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 184,716 | 25,000 | 185,127 | 25,000 | 45,419 CHF | 6,383 CHF | 99.13% | 99.13% |
30/04/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 186,737 | 25,000 | 185,696 | 25,000 | 46,965 CHF | 6,572 CHF | 100.00% | 100.00% |
29/04/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 186,496 | 50,000 | 186,195 | 50,000 | 49,561 CHF | 13,810 CHF | 100.00% | 100.00% |