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 | 3.68% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,984 CHF | 41,484 CHF | 99.50% | 99.54% |
10/05/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,761 CHF | 41,261 CHF | 99.55% | 99.55% |
08/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 40,959 CHF | 42,459 CHF | 99.48% | 99.48% |
07/05/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 42,847 CHF | 44,347 CHF | 99.53% | 99.58% |
06/05/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 43,923 CHF | 45,423 CHF | 99.51% | 99.51% |
03/05/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 35,758 CHF | 37,008 CHF | 99.50% | 99.50% |
02/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 38,992 CHF | 40,242 CHF | 99.47% | 99.47% |
30/04/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 47,715 CHF | 49,215 CHF | 99.56% | 99.56% |
29/04/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,590 CHF | 48,090 CHF | 99.55% | 99.55% |
26/04/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 39,912 CHF | 41,162 CHF | 99.52% | 99.52% |