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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.72% | 0.39 CHF | 0.40 CHF | 130,000 | 130,000 | 130,048 | 130,048 | 47,286 CHF | 48,587 CHF | 100.00% | 100.00% |
10/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 49,036 CHF | 50,336 CHF | 100.00% | 100.00% |
08/05/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 129,970 | 129,970 | 48,518 CHF | 49,818 CHF | 99.06% | 99.06% |
07/05/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 130,000 | 130,000 | 129,971 | 129,971 | 47,298 CHF | 48,600 CHF | 99.63% | 99.63% |
06/05/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 48,841 CHF | 50,241 CHF | 100.00% | 100.00% |
03/05/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 48,770 CHF | 50,170 CHF | 100.00% | 100.00% |
02/05/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 50,295 CHF | 51,695 CHF | 99.99% | 99.99% |
30/04/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 47,647 CHF | 49,047 CHF | 100.00% | 100.00% |
29/04/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 139,952 | 139,952 | 49,292 CHF | 50,692 CHF | 100.00% | 100.00% |
26/04/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 49,017 CHF | 50,417 CHF | 99.60% | 99.60% |