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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,685 CHF | 30,874 CHF | 98.69% | 98.69% |
10/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 72,978 CHF | 30,191 CHF | 99.17% | 99.17% |
08/05/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 75,358 CHF | 31,143 CHF | 99.17% | 99.17% |
07/05/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 78,613 CHF | 32,445 CHF | 97.18% | 97.18% |
06/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,376 CHF | 35,150 CHF | 99.17% | 99.17% |
03/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 85,690 CHF | 35,276 CHF | 99.17% | 99.17% |
02/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 89,762 CHF | 36,905 CHF | 99.12% | 99.12% |
30/04/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,185 CHF | 37,474 CHF | 99.16% | 99.16% |
29/04/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 93,829 CHF | 38,532 CHF | 99.17% | 99.17% |
26/04/2024 | 2.40% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 102,882 CHF | 42,153 CHF | 99.17% | 99.17% |