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 | 1.21% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,625 CHF | 83,250 CHF | 98.69% | 98.69% |
10/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,627 CHF | 82,451 CHF | 99.17% | 99.17% |
08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,304 CHF | 83,522 CHF | 99.17% | 99.17% |
07/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,574 CHF | 84,830 CHF | 97.18% | 97.18% |
06/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,326 CHF | 87,530 CHF | 99.17% | 99.17% |
03/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,512 CHF | 87,605 CHF | 99.16% | 99.16% |
02/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 220,833 CHF | 89,333 CHF | 99.12% | 99.12% |
30/04/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,355 CHF | 89,942 CHF | 99.17% | 99.17% |
29/04/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,895 CHF | 90,958 CHF | 99.17% | 99.17% |
26/04/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 234,144 CHF | 94,658 CHF | 99.17% | 99.17% |