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 | 2.27% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 127,679 | 127,679 | 57,864 CHF | 59,148 CHF | 100.00% | 100.00% |
14/05/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 130,000 | 130,000 | 129,774 | 129,774 | 60,291 CHF | 61,591 CHF | 100.00% | 100.00% |
13/05/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 54,483 CHF | 55,883 CHF | 100.00% | 100.00% |
10/05/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 56,328 CHF | 57,728 CHF | 100.00% | 100.00% |
08/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 139,968 | 139,968 | 55,661 CHF | 57,061 CHF | 99.06% | 99.06% |
07/05/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 139,819 | 139,819 | 54,663 CHF | 56,063 CHF | 99.66% | 99.66% |
06/05/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 52,732 CHF | 54,132 CHF | 100.00% | 100.00% |
03/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 52,706 CHF | 54,106 CHF | 99.99% | 99.99% |
02/05/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 54,179 CHF | 55,579 CHF | 100.00% | 100.00% |
30/04/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 51,664 CHF | 53,064 CHF | 100.00% | 100.00% |