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 | 1.96% | 0.53 CHF | 0.54 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 161,826 CHF | 165,026 CHF | 100.00% | 100.00% |
13/05/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 158,343 CHF | 161,543 CHF | 100.00% | 100.00% |
10/05/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 154,474 CHF | 157,674 CHF | 100.00% | 100.00% |
08/05/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 320,000 | 320,000 | 319,875 | 319,875 | 143,019 CHF | 146,219 CHF | 99.63% | 99.63% |
07/05/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 320,000 | 320,000 | 319,826 | 319,826 | 160,638 CHF | 163,838 CHF | 100.00% | 100.00% |
06/05/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 169,732 CHF | 172,932 CHF | 100.00% | 100.00% |
03/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 165,936 CHF | 169,136 CHF | 99.96% | 99.96% |
02/05/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 158,518 CHF | 161,818 CHF | 99.99% | 99.99% |
30/04/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 161,274 CHF | 164,474 CHF | 99.99% | 99.99% |
29/04/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 330,000 | 330,000 | 329,861 | 329,861 | 165,211 CHF | 168,511 CHF | 100.00% | 100.00% |