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 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,336 CHF | 104,612 CHF | 99.23% | 99.23% |
14/05/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,116 CHF | 102,539 CHF | 99.17% | 99.17% |
13/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,966 CHF | 109,822 CHF | 95.24% | 95.24% |
10/05/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,376 CHF | 107,292 CHF | 99.24% | 99.24% |
08/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,563 CHF | 88,021 CHF | 99.08% | 99.08% |
07/05/2024 | 2.03% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,773 CHF | 75,424 CHF | 99.09% | 99.09% |
06/05/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,635 CHF | 77,379 CHF | 99.07% | 99.07% |
03/05/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,063 CHF | 69,521 CHF | 99.09% | 99.09% |
02/05/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,573 CHF | 65,691 CHF | 98.80% | 98.80% |
30/04/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,337 CHF | 74,612 CHF | 99.11% | 99.11% |