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 | 1.09% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,930 CHF | 138,143 CHF | 99.19% | 99.19% |
13/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,060 CHF | 145,520 CHF | 95.24% | 95.24% |
10/05/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 423,830 CHF | 142,777 CHF | 98.98% | 98.98% |
08/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,721 CHF | 122,740 CHF | 99.07% | 99.07% |
07/05/2024 | 1.39% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,212 CHF | 109,237 CHF | 99.09% | 99.09% |
06/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 330,052 CHF | 111,517 CHF | 99.03% | 99.03% |
03/05/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,703 CHF | 103,734 CHF | 99.07% | 99.07% |
02/05/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,846 CHF | 99,449 CHF | 98.83% | 98.83% |
30/04/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,159 CHF | 108,220 CHF | 99.12% | 99.12% |
29/04/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,487 CHF | 110,329 CHF | 99.09% | 99.09% |