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 | 4.26% | 0.23 CHF | 0.24 CHF | 86,000 | 86,000 | 85,745 | 85,745 | 19,784 CHF | 20,643 CHF | 100.00% | 100.00% |
14/05/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 86,000 | 86,000 | 85,983 | 85,983 | 21,554 CHF | 22,414 CHF | 100.00% | 100.00% |
13/05/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 20,613 CHF | 21,473 CHF | 100.00% | 100.00% |
10/05/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 22,113 CHF | 22,973 CHF | 100.00% | 100.00% |
08/05/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 87,985 | 87,985 | 29,679 CHF | 30,559 CHF | 99.09% | 99.09% |
07/05/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 88,451 | 88,451 | 31,415 CHF | 32,300 CHF | 99.88% | 99.88% |
06/05/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 90,000 | 90,000 | 90,196 | 90,196 | 37,108 CHF | 38,010 CHF | 100.00% | 100.00% |
03/05/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 90,000 | 90,000 | 90,247 | 90,247 | 37,818 CHF | 38,720 CHF | 100.00% | 100.00% |
02/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 90,000 | 90,000 | 91,195 | 91,195 | 40,135 CHF | 41,047 CHF | 99.99% | 99.99% |
30/04/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 90,000 | 90,000 | 89,947 | 89,947 | 37,852 CHF | 38,752 CHF | 100.00% | 100.00% |