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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 91,021 CHF | 93,710 CHF | 99.83% | 99.83% |
10/05/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 96,231 CHF | 98,954 CHF | 100.00% | 100.00% |
08/05/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 280,000 | 280,000 | 280,430 | 280,430 | 129,788 CHF | 132,593 CHF | 98.93% | 98.93% |
07/05/2024 | 1.86% | 0.49 CHF | 0.50 CHF | 285,000 | 285,000 | 286,017 | 286,017 | 153,429 CHF | 156,293 CHF | 91.17% | 91.17% |
06/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 149,074 CHF | 151,926 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 290,000 | 290,000 | 289,651 | 289,651 | 163,962 CHF | 166,859 CHF | 94.07% | 94.07% |
02/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 290,000 | 290,000 | 291,188 | 291,188 | 172,524 CHF | 175,435 CHF | 93.81% | 93.81% |
30/04/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 290,000 | 290,000 | 288,326 | 288,326 | 157,724 CHF | 160,609 CHF | 100.00% | 100.00% |
29/04/2024 | 2.24% | 0.54 CHF | 0.55 CHF | 290,000 | 290,000 | 271,874 | 271,874 | 145,669 CHF | 148,687 CHF | 100.00% | 100.00% |
26/04/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 290,000 | 290,000 | 289,235 | 289,235 | 167,917 CHF | 170,809 CHF | 99.43% | 99.43% |