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 | 2.31% | 0.42 CHF | 0.43 CHF | 275,000 | 275,000 | 273,792 | 273,792 | 117,150 CHF | 119,889 CHF | 100.00% | 100.00% |
13/05/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 126,085 CHF | 128,774 CHF | 99.84% | 99.84% |
10/05/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 123,767 CHF | 126,491 CHF | 100.00% | 100.00% |
08/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 280,000 | 280,000 | 280,431 | 280,431 | 96,398 CHF | 99,203 CHF | 98.93% | 98.93% |
07/05/2024 | 3.74% | 0.32 CHF | 0.33 CHF | 285,000 | 285,000 | 286,301 | 286,301 | 77,146 CHF | 80,011 CHF | 96.03% | 96.03% |
06/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 81,183 CHF | 84,035 CHF | 100.00% | 100.00% |
03/05/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 289,618 | 289,618 | 69,932 CHF | 72,828 CHF | 95.60% | 95.60% |
02/05/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 290,000 | 290,000 | 291,215 | 291,215 | 63,433 CHF | 66,345 CHF | 97.72% | 97.72% |
30/04/2024 | 3.71% | 0.24 CHF | 0.25 CHF | 290,000 | 290,000 | 288,328 | 288,328 | 76,439 CHF | 79,324 CHF | 99.99% | 99.99% |
29/04/2024 | 4.22% | 0.27 CHF | 0.28 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 75,239 CHF | 78,257 CHF | 100.00% | 100.00% |