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 | 2.09% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 118,251 CHF | 48,301 CHF | 99.17% | 99.17% |
13/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 118,915 CHF | 48,566 CHF | 98.69% | 98.69% |
10/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,571 CHF | 47,628 CHF | 99.17% | 99.17% |
08/05/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 119,004 CHF | 48,601 CHF | 99.17% | 99.17% |
07/05/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 122,509 CHF | 50,004 CHF | 97.18% | 97.18% |
06/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,193 CHF | 52,677 CHF | 99.17% | 99.17% |
03/05/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 129,356 CHF | 52,742 CHF | 99.16% | 99.16% |
02/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,773 CHF | 54,509 CHF | 99.12% | 99.12% |
30/04/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,172 CHF | 55,069 CHF | 99.17% | 99.17% |
29/04/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 137,670 CHF | 56,068 CHF | 99.17% | 99.17% |