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 | 1.48% | 0.68 CHF | 0.69 CHF | 275,000 | 275,000 | 273,790 | 273,790 | 184,079 CHF | 186,818 CHF | 100.00% | 100.00% |
13/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 169,452 CHF | 172,140 CHF | 99.88% | 99.88% |
10/05/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 175,724 CHF | 178,448 CHF | 100.00% | 100.00% |
08/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 280,000 | 280,000 | 280,433 | 280,433 | 211,911 CHF | 214,716 CHF | 98.93% | 98.93% |
07/05/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 285,000 | 285,000 | 286,072 | 286,072 | 237,248 CHF | 240,112 CHF | 91.99% | 91.99% |
06/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 232,269 CHF | 235,121 CHF | 100.00% | 100.00% |
03/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 289,585 | 289,585 | 248,338 CHF | 251,233 CHF | 91.69% | 91.69% |
02/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 292,209 | 292,209 | 258,478 CHF | 261,400 CHF | 91.86% | 91.86% |
30/04/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 290,000 | 290,000 | 288,329 | 288,329 | 242,313 CHF | 245,198 CHF | 99.99% | 99.99% |
29/04/2024 | 1.45% | 0.83 CHF | 0.84 CHF | 290,000 | 290,000 | 271,874 | 271,874 | 225,466 CHF | 228,483 CHF | 100.00% | 100.00% |