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 | 3.30% | 0.28 CHF | 0.30 CHF | 150,000 | 150,000 | 147,332 | 147,332 | 45,567 CHF | 47,048 CHF | 100.00% | 100.00% |
14/05/2024 | 3.14% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 154,144 | 154,144 | 48,824 CHF | 50,368 CHF | 100.00% | 100.00% |
13/05/2024 | 3.96% | 0.28 CHF | 0.28 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 42,157 CHF | 43,857 CHF | 100.00% | 100.00% |
10/05/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 44,097 CHF | 45,797 CHF | 100.00% | 100.00% |
08/05/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 169,961 | 169,961 | 43,401 CHF | 45,101 CHF | 99.06% | 99.06% |
07/05/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 169,780 | 169,780 | 42,633 CHF | 44,333 CHF | 99.66% | 99.66% |
06/05/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 175,184 | 175,184 | 41,652 CHF | 43,404 CHF | 100.00% | 100.00% |
03/05/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 178,899 | 178,899 | 42,510 CHF | 44,299 CHF | 99.99% | 99.99% |
02/05/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 44,468 CHF | 46,268 CHF | 99.99% | 99.99% |
30/04/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 39,471 CHF | 41,171 CHF | 100.00% | 100.00% |