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 | 1.93% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,963 CHF | 78,488 CHF | 99.22% | 99.22% |
13/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,971 CHF | 86,157 CHF | 98.04% | 98.04% |
10/05/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,811 CHF | 81,437 CHF | 99.20% | 99.20% |
08/05/2024 | 1.63% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,096 CHF | 93,532 CHF | 99.22% | 99.22% |
07/05/2024 | 1.42% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,759 CHF | 106,086 CHF | 98.26% | 98.26% |
06/05/2024 | 1.20% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,452 CHF | 125,651 CHF | 99.23% | 99.23% |
03/05/2024 | 1.04% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,244 CHF | 145,248 CHF | 99.16% | 99.16% |
02/05/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,188 CHF | 162,229 CHF | 99.22% | 99.22% |
30/04/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,123 CHF | 158,874 CHF | 98.71% | 98.71% |
29/04/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,766 CHF | 157,422 CHF | 99.16% | 99.16% |