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 | 1.73% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 85,862 CHF | 87,362 CHF | 99.18% | 99.18% |
10/05/2024 | 1.98% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 75,144 CHF | 76,644 CHF | 96.49% | 96.49% |
08/05/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 84,070 CHF | 85,570 CHF | 99.18% | 99.18% |
07/05/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 82,656 CHF | 84,156 CHF | 98.99% | 98.99% |
06/05/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 93,929 CHF | 95,429 CHF | 98.98% | 98.98% |
03/05/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 99,446 CHF | 100,946 CHF | 99.13% | 99.13% |
02/05/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 119,981 CHF | 121,481 CHF | 98.85% | 98.85% |
30/04/2024 | 1.28% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 116,622 CHF | 118,122 CHF | 99.14% | 99.14% |
29/04/2024 | 1.26% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 118,795 CHF | 120,295 CHF | 97.51% | 97.51% |
26/04/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 133,797 CHF | 135,297 CHF | 78.44% | 78.44% |