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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 70,939 CHF | 74,439 CHF | 99.56% | 99.56% |
14/05/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 61,497 CHF | 64,497 CHF | 99.55% | 99.55% |
13/05/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 60,402 CHF | 62,902 CHF | 99.56% | 99.56% |
10/05/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 64,820 CHF | 67,320 CHF | 99.47% | 99.47% |
08/05/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 78,982 CHF | 81,982 CHF | 99.48% | 99.48% |
07/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 62,634 CHF | 65,134 CHF | 99.55% | 99.55% |
06/05/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 64,789 CHF | 67,289 CHF | 99.55% | 99.55% |
03/05/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 62,085 CHF | 64,335 CHF | 99.50% | 99.50% |
02/05/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 233,781 | 233,781 | 68,358 CHF | 70,696 CHF | 99.50% | 99.50% |
30/04/2024 | 3.66% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 80,589 CHF | 83,589 CHF | 99.57% | 99.57% |