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 | 2.98% | 0.32 CHF | 0.33 CHF | 115,000 | 115,000 | 114,306 | 114,306 | 38,057 CHF | 39,203 CHF | 100.00% | 100.00% |
14/05/2024 | - | 0.28 CHF | - CHF | 115,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/05/2024 | - | 0.28 CHF | - CHF | 115,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 31,522 CHF | 32,667 CHF | 100.00% | 100.00% |
08/05/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 109,888 | 109,888 | 41,818 CHF | 42,918 CHF | 99.08% | 99.08% |
07/05/2024 | 2.29% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 114,124 | 114,124 | 49,351 CHF | 50,493 CHF | 99.94% | 99.94% |
06/05/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 56,601 CHF | 57,747 CHF | 100.00% | 100.00% |
03/05/2024 | 1.83% | 0.59 CHF | 0.60 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 62,072 CHF | 63,217 CHF | 99.99% | 99.99% |
02/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 58,236 CHF | 59,382 CHF | 99.99% | 99.99% |
30/04/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 115,000 | 115,000 | 114,446 | 114,446 | 59,378 CHF | 60,524 CHF | 99.99% | 99.99% |