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 | 1.98% | 0.48 CHF | 0.49 CHF | 115,000 | 115,000 | 114,493 | 114,493 | 57,221 CHF | 58,366 CHF | 100.00% | 100.00% |
13/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 54,789 CHF | 55,934 CHF | 100.00% | 100.00% |
10/05/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 54,570 CHF | 55,716 CHF | 100.00% | 100.00% |
08/05/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 110,000 | 110,000 | 109,889 | 109,889 | 63,958 CHF | 65,057 CHF | 99.09% | 99.09% |
07/05/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 110,000 | 110,000 | 114,123 | 114,123 | 72,356 CHF | 73,499 CHF | 99.94% | 99.94% |
06/05/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 79,594 CHF | 80,740 CHF | 100.00% | 100.00% |
03/05/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 85,101 CHF | 86,246 CHF | 99.99% | 99.99% |
02/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 81,249 CHF | 82,394 CHF | 99.99% | 99.99% |
30/04/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 115,000 | 115,000 | 114,441 | 114,441 | 82,422 CHF | 83,567 CHF | 100.00% | 100.00% |
29/04/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 115,000 | 115,000 | 114,517 | 114,517 | 83,149 CHF | 84,295 CHF | 100.00% | 100.00% |