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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,112 CHF | 84,537 CHF | 99.15% | 99.15% |
13/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,888 CHF | 91,129 CHF | 95.27% | 95.27% |
10/05/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,758 CHF | 89,086 CHF | 99.24% | 99.24% |
08/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 286,636 CHF | 97,545 CHF | 99.19% | 99.19% |
07/05/2024 | 2.42% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 247,290 CHF | 84,430 CHF | 99.09% | 99.09% |
06/05/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,658 CHF | 86,220 CHF | 99.16% | 99.16% |
03/05/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,925 CHF | 78,642 CHF | 99.10% | 99.10% |
02/05/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,804 CHF | 75,268 CHF | 98.81% | 98.81% |
30/04/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,940 CHF | 84,313 CHF | 99.11% | 99.11% |
29/04/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,206 CHF | 86,402 CHF | 99.06% | 99.06% |