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 | 0.86% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 518,074 CHF | 174,191 CHF | 99.16% | 99.16% |
13/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,059 CHF | 181,520 CHF | 95.25% | 95.25% |
10/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 531,689 CHF | 178,730 CHF | 99.24% | 99.24% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,577 CHF | 158,359 CHF | 99.15% | 99.15% |
07/05/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,339 CHF | 144,613 CHF | 99.08% | 99.08% |
06/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,600 CHF | 147,033 CHF | 99.09% | 99.09% |
03/05/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,782 CHF | 139,094 CHF | 99.05% | 99.05% |
02/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 399,510 CHF | 134,670 CHF | 98.81% | 98.81% |
30/04/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,361 CHF | 143,620 CHF | 99.10% | 99.10% |
29/04/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,139 CHF | 145,546 CHF | 99.12% | 99.12% |