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 | 2.28% | 0.43 CHF | 0.44 CHF | 460,000 | 460,000 | 460,072 | 460,072 | 199,540 CHF | 204,142 CHF | 100.00% | 100.00% |
13/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 460,000 | 460,000 | 466,145 | 466,145 | 202,976 CHF | 207,637 CHF | 100.00% | 100.00% |
10/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 470,000 | 470,000 | 460,638 | 460,638 | 195,877 CHF | 200,483 CHF | 100.00% | 100.00% |
08/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 470,000 | 470,000 | 467,973 | 467,973 | 215,995 CHF | 220,676 CHF | 99.15% | 99.15% |
07/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 470,000 | 470,000 | 467,710 | 467,710 | 215,604 CHF | 220,285 CHF | 99.85% | 99.85% |
06/05/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 211,995 CHF | 216,675 CHF | 100.00% | 100.00% |
03/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 470,000 | 470,000 | 468,088 | 468,088 | 213,936 CHF | 218,617 CHF | 100.00% | 100.00% |
02/05/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 470,000 | 470,000 | 468,060 | 468,060 | 213,007 CHF | 217,688 CHF | 99.99% | 99.99% |
30/04/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 470,000 | 470,000 | 469,219 | 469,219 | 221,144 CHF | 225,839 CHF | 100.00% | 100.00% |
29/04/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 470,000 | 470,000 | 467,967 | 467,967 | 208,838 CHF | 213,518 CHF | 100.00% | 100.00% |