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 | 2.20% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 112,350 CHF | 45,940 CHF | 99.17% | 99.17% |
13/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,133 CHF | 47,053 CHF | 98.69% | 98.69% |
10/05/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 128,094 CHF | 52,237 CHF | 99.17% | 99.17% |
08/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 144,262 CHF | 58,705 CHF | 99.17% | 99.17% |
07/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,617 CHF | 63,647 CHF | 97.19% | 97.19% |
06/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,556 CHF | 62,423 CHF | 99.17% | 99.17% |
03/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,608 CHF | 62,443 CHF | 99.16% | 99.16% |
02/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,052 CHF | 63,421 CHF | 99.12% | 99.12% |
30/04/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,023 CHF | 61,409 CHF | 99.17% | 99.17% |
29/04/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,048 CHF | 62,219 CHF | 99.17% | 99.17% |