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 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 506,677 CHF | 170,392 CHF | 89.83% | 99.27% |
14/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,442 CHF | 172,647 CHF | 96.28% | 98.51% |
13/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 498,116 CHF | 167,539 CHF | 98.51% | 98.51% |
10/05/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 506,937 CHF | 170,479 CHF | 94.81% | 99.20% |
08/05/2024 | 0.92% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,680 CHF | 164,060 CHF | 98.41% | 98.41% |
07/05/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,804 CHF | 155,768 CHF | 98.94% | 98.94% |
06/05/2024 | 1.06% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,091 CHF | 142,864 CHF | 98.51% | 98.51% |
03/05/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,423 CHF | 131,308 CHF | 98.03% | 98.03% |
02/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 551,899 | 183,966 | 445,893 CHF | 150,471 CHF | 98.86% | 98.86% |
30/04/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 471,316 | 157,105 | 389,270 CHF | 131,328 CHF | 98.70% | 98.70% |