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 | 2.20% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,973 CHF | 68,825 CHF | 99.14% | 99.14% |
13/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,985 CHF | 75,828 CHF | 95.26% | 95.26% |
10/05/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,618 CHF | 72,706 CHF | 99.25% | 99.25% |
08/05/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,909 CHF | 55,470 CHF | 99.08% | 99.08% |
07/05/2024 | 3.44% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 590,743 | 196,914 | 171,174 CHF | 59,027 CHF | 99.08% | 99.08% |
06/05/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 599,979 | 199,993 | 178,359 CHF | 61,453 CHF | 99.10% | 99.10% |
03/05/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 155,620 CHF | 53,873 CHF | 99.01% | 99.01% |
02/05/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,042 CHF | 50,014 CHF | 98.82% | 98.82% |
30/04/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,110 CHF | 59,037 CHF | 99.12% | 99.12% |
29/04/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,671 CHF | 61,891 CHF | 99.08% | 99.08% |