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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 291,535 CHF | 49,339 CHF | 98.33% | 98.33% |
14/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 280,981 CHF | 47,580 CHF | 99.36% | 99.36% |
13/05/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 271,395 CHF | 45,983 CHF | 98.93% | 98.93% |
10/05/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 288,444 CHF | 48,824 CHF | 99.37% | 99.37% |
08/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 286,571 CHF | 48,512 CHF | 99.35% | 99.35% |
07/05/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450,000 | 75,000 | 450,000 | 82,438 | 277,258 CHF | 51,643 CHF | 94.72% | 94.72% |
06/05/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,781 CHF | 92,427 CHF | 99.36% | 99.36% |
03/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,429 CHF | 95,310 CHF | 99.35% | 99.35% |
02/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,974 CHF | 90,158 CHF | 99.36% | 99.36% |
30/04/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,843 CHF | 95,781 CHF | 99.36% | 99.36% |