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 | 1.46% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 169,456 CHF | 68,783 CHF | 99.17% | 99.17% |
13/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 169,762 CHF | 68,905 CHF | 98.69% | 98.69% |
10/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 168,102 CHF | 68,241 CHF | 99.17% | 99.17% |
08/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,721 CHF | 69,289 CHF | 99.17% | 99.17% |
07/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,860 CHF | 70,544 CHF | 97.18% | 97.18% |
06/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,581 CHF | 73,232 CHF | 99.17% | 99.17% |
03/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,747 CHF | 73,299 CHF | 99.16% | 99.16% |
02/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,919 CHF | 74,968 CHF | 99.12% | 99.12% |
30/04/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 186,352 CHF | 75,541 CHF | 99.16% | 99.16% |
29/04/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 188,934 CHF | 76,574 CHF | 99.17% | 99.17% |