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 | 0.77% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,408 CHF | 196,303 CHF | 85.70% | 85.70% |
13/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 578,034 CHF | 194,178 CHF | 76.65% | 76.65% |
10/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 566,455 CHF | 190,318 CHF | 84.54% | 84.54% |
08/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 553,664 CHF | 186,055 CHF | 85.35% | 85.35% |
07/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 555,901 CHF | 186,800 CHF | 95.15% | 95.15% |
06/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 576,161 CHF | 193,554 CHF | 81.55% | 81.55% |
03/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 573,158 CHF | 192,553 CHF | 96.98% | 96.98% |
02/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,685 CHF | 191,062 CHF | 97.93% | 97.93% |
30/04/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,488 CHF | 206,329 CHF | 95.17% | 95.17% |
29/04/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 643,977 CHF | 216,159 CHF | 86.59% | 86.59% |