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 | 0.84% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 531,663 CHF | 178,721 CHF | 93.37% | 93.37% |
14/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 497,444 CHF | 167,315 CHF | 85.47% | 85.47% |
13/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,973 CHF | 165,158 CHF | 76.65% | 76.65% |
10/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,110 CHF | 161,537 CHF | 84.55% | 84.55% |
08/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,611 CHF | 157,370 CHF | 85.34% | 85.34% |
07/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,760 CHF | 158,087 CHF | 95.16% | 95.16% |
06/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,230 CHF | 164,910 CHF | 81.51% | 81.51% |
03/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,449 CHF | 163,983 CHF | 97.06% | 97.06% |
02/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,921 CHF | 162,474 CHF | 97.93% | 97.93% |
30/04/2024 | 0.85% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 528,674 CHF | 177,725 CHF | 95.17% | 95.17% |