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 | 0.93% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,966 CHF | 161,489 CHF | 93.41% | 93.41% |
14/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,409 CHF | 150,970 CHF | 85.48% | 85.48% |
13/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,710 CHF | 149,403 CHF | 76.64% | 76.64% |
10/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,897 CHF | 146,132 CHF | 84.53% | 84.53% |
08/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,528 CHF | 142,343 CHF | 85.41% | 85.41% |
07/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,841 CHF | 143,114 CHF | 95.21% | 95.21% |
06/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,908 CHF | 149,469 CHF | 81.64% | 81.64% |
03/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,337 CHF | 149,279 CHF | 97.05% | 97.05% |
02/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,635 CHF | 148,378 CHF | 98.05% | 98.05% |
30/04/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,241 CHF | 162,247 CHF | 95.14% | 95.14% |