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 | 4.88% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 251,670 | 251,670 | 50,320 CHF | 52,837 CHF | 99.77% | 99.77% |
13/05/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,288 CHF | 52,788 CHF | 100.00% | 100.00% |
10/05/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,622 | 249,622 | 52,573 CHF | 55,069 CHF | 100.00% | 100.00% |
08/05/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,627 | 224,627 | 53,468 CHF | 55,714 CHF | 100.00% | 100.00% |
07/05/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,682 CHF | 54,682 CHF | 99.85% | 99.85% |
06/05/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,126 CHF | 53,126 CHF | 99.83% | 99.83% |
03/05/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,265 | 197,265 | 54,201 CHF | 56,174 CHF | 100.00% | 100.00% |
02/05/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,595 | 175,595 | 51,414 CHF | 53,170 CHF | 100.00% | 100.00% |
30/04/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,652 | 199,652 | 53,137 CHF | 55,134 CHF | 100.00% | 100.00% |
29/04/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 194,315 | 194,315 | 54,804 CHF | 56,747 CHF | 99.90% | 99.90% |