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 | 1.68% | 0.58 CHF | 0.59 CHF | 275,000 | 275,000 | 273,789 | 273,789 | 161,345 CHF | 164,084 CHF | 100.00% | 100.00% |
13/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 169,276 CHF | 171,965 CHF | 99.86% | 99.86% |
10/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 270,000 | 270,000 | 272,375 | 272,375 | 167,577 CHF | 170,301 CHF | 100.00% | 100.00% |
08/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 280,000 | 280,000 | 280,431 | 280,431 | 141,488 CHF | 144,293 CHF | 98.93% | 98.93% |
07/05/2024 | 2.31% | 0.48 CHF | 0.49 CHF | 285,000 | 285,000 | 286,087 | 286,087 | 123,536 CHF | 126,399 CHF | 93.55% | 93.55% |
06/05/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 126,864 CHF | 129,716 CHF | 100.00% | 100.00% |
03/05/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 290,000 | 290,000 | 289,610 | 289,610 | 116,622 CHF | 119,518 CHF | 93.35% | 93.35% |
02/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 290,000 | 290,000 | 291,195 | 291,195 | 109,981 CHF | 112,893 CHF | 93.11% | 93.11% |
30/04/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 288,343 | 288,343 | 122,795 CHF | 125,680 CHF | 100.00% | 100.00% |
29/04/2024 | 2.71% | 0.43 CHF | 0.44 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 118,898 CHF | 121,916 CHF | 100.00% | 100.00% |