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 | 1.29% | 0.84 CHF | 0.85 CHF | 500,000 | 500,000 | 499,884 | 499,911 | 385,776 CHF | 390,798 CHF | 99.99% | 99.99% |
13/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 380,026 CHF | 385,026 CHF | 100.00% | 100.00% |
10/05/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 334,637 CHF | 339,637 CHF | 100.00% | 100.00% |
08/05/2024 | 1.18% | 0.76 CHF | 0.77 CHF | 500,000 | 500,000 | 499,916 | 499,916 | 422,132 CHF | 427,132 CHF | 99.63% | 99.63% |
07/05/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 500,000 | 500,000 | 499,712 | 499,712 | 386,885 CHF | 391,885 CHF | 100.00% | 100.00% |
06/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 363,840 CHF | 368,838 CHF | 100.00% | 100.00% |
03/05/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 357,130 CHF | 362,130 CHF | 99.98% | 99.98% |
02/05/2024 | 1.41% | 0.78 CHF | 0.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 352,675 CHF | 357,675 CHF | 100.00% | 100.00% |
30/04/2024 | 2.38% | 0.49 CHF | 0.50 CHF | 500,000 | 500,000 | 499,789 | 499,789 | 210,581 CHF | 215,581 CHF | 100.00% | 100.00% |
29/04/2024 | 2.67% | 0.41 CHF | 0.42 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 185,257 CHF | 190,257 CHF | 100.00% | 100.00% |