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 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,648 CHF | 135,049 CHF | 93.45% | 93.45% |
14/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,300 CHF | 125,267 CHF | 85.51% | 85.51% |
13/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,027 CHF | 123,842 CHF | 76.63% | 76.63% |
10/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,909 CHF | 120,803 CHF | 84.60% | 84.60% |
08/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,536 CHF | 117,345 CHF | 85.35% | 85.35% |
07/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,240 CHF | 118,247 CHF | 95.15% | 95.15% |
06/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,229 CHF | 124,243 CHF | 81.77% | 81.77% |
03/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,211 CHF | 124,237 CHF | 97.03% | 97.03% |
02/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,360 CHF | 123,620 CHF | 97.99% | 97.99% |
30/04/2024 | 1.10% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,092 CHF | 136,864 CHF | 95.22% | 95.22% |