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 | 0.57% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 781,801 CHF | 262,100 CHF | 90.94% | 90.94% |
13/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 751,367 CHF | 251,956 CHF | 84.78% | 84.78% |
10/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 731,015 CHF | 245,172 CHF | 86.73% | 86.73% |
08/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 716,814 CHF | 240,438 CHF | 97.61% | 97.61% |
07/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 762,153 CHF | 255,551 CHF | 85.33% | 85.33% |
06/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 763,610 CHF | 256,037 CHF | 85.15% | 85.15% |
03/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 749,041 CHF | 251,180 CHF | 92.07% | 92.07% |
02/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 747,502 CHF | 250,667 CHF | 91.78% | 91.78% |
30/04/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 776,400 CHF | 260,300 CHF | 98.22% | 98.22% |
29/04/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 834,933 CHF | 279,811 CHF | 90.25% | 90.25% |