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 | 1.22% | 0.82 CHF | 0.83 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 183,284 CHF | 185,534 CHF | 91.39% | 91.39% |
13/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 186,763 CHF | 189,013 CHF | 100.00% | 100.00% |
10/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 192,550 CHF | 194,800 CHF | 99.80% | 99.80% |
08/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 163,235 CHF | 165,485 CHF | 100.00% | 100.00% |
07/05/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 225,000 | 225,000 | 225,092 | 225,092 | 144,369 CHF | 146,620 CHF | 100.00% | 100.00% |
06/05/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 140,774 CHF | 143,274 CHF | 100.00% | 100.00% |
03/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 127,113 CHF | 129,613 CHF | 95.57% | 95.57% |
02/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 123,701 CHF | 126,201 CHF | 100.00% | 100.00% |
30/04/2024 | 1.81% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 136,743 CHF | 139,243 CHF | 100.00% | 100.00% |
29/04/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 150,011 CHF | 152,511 CHF | 100.00% | 100.00% |