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 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,986 CHF | 145,162 CHF | 99.22% | 99.22% |
13/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,785 CHF | 152,762 CHF | 98.01% | 98.01% |
10/05/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,110 CHF | 148,203 CHF | 99.20% | 99.20% |
08/05/2024 | 0.94% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,971 CHF | 160,490 CHF | 99.20% | 99.20% |
07/05/2024 | 0.87% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,746 CHF | 172,749 CHF | 98.26% | 98.26% |
06/05/2024 | 0.78% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 572,247 CHF | 192,249 CHF | 99.23% | 99.23% |
03/05/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,448 CHF | 211,983 CHF | 99.15% | 99.15% |
02/05/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 683,308 CHF | 229,269 CHF | 99.21% | 99.21% |
30/04/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,995 CHF | 226,165 CHF | 98.70% | 98.70% |
29/04/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 668,768 CHF | 224,423 CHF | 99.15% | 99.15% |