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 | 3.26% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 228,986 | 228,986 | 69,098 CHF | 71,389 CHF | 100.00% | 100.00% |
13/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 71,587 CHF | 73,877 CHF | 100.00% | 100.00% |
10/05/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 229,053 | 229,053 | 72,290 CHF | 74,581 CHF | 100.00% | 100.00% |
08/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 220,000 | 220,000 | 219,777 | 219,777 | 62,244 CHF | 64,442 CHF | 99.08% | 99.08% |
07/05/2024 | 3.81% | 0.28 CHF | 0.29 CHF | 220,000 | 220,000 | 228,249 | 228,249 | 58,885 CHF | 61,170 CHF | 99.94% | 99.94% |
06/05/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 52,003 CHF | 54,294 CHF | 100.00% | 100.00% |
03/05/2024 | 4.80% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 229,051 | 229,051 | 46,741 CHF | 49,031 CHF | 99.99% | 99.99% |
02/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 230,000 | 230,000 | 229,051 | 229,051 | 50,902 CHF | 53,192 CHF | 100.00% | 100.00% |
30/04/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 230,000 | 230,000 | 228,872 | 228,872 | 50,133 CHF | 52,424 CHF | 100.00% | 100.00% |
29/04/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 230,000 | 230,000 | 229,035 | 229,035 | 49,359 CHF | 51,650 CHF | 100.00% | 100.00% |