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 | 1.30% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,242 CHF | 116,247 CHF | 99.26% | 99.26% |
14/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,563 CHF | 115,354 CHF | 99.16% | 99.16% |
13/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,338 CHF | 122,279 CHF | 95.26% | 95.26% |
10/05/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,172 CHF | 119,224 CHF | 99.25% | 99.25% |
08/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,337 CHF | 101,279 CHF | 99.18% | 99.18% |
07/05/2024 | 1.69% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 474,793 | 158,264 | 277,733 CHF | 94,160 CHF | 99.09% | 99.09% |
06/05/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,332 CHF | 91,611 CHF | 99.09% | 99.09% |
03/05/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,642 CHF | 85,047 CHF | 99.15% | 99.15% |
02/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 530,425 | 176,808 | 283,806 CHF | 96,370 CHF | 98.82% | 98.82% |
30/04/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,810 CHF | 89,770 CHF | 99.15% | 99.15% |