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 | 1.63% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,029 CHF | 92,843 CHF | 93.41% | 93.41% |
14/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,888 CHF | 82,129 CHF | 85.61% | 85.61% |
13/05/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,425 CHF | 80,642 CHF | 76.68% | 76.68% |
10/05/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,089 CHF | 77,863 CHF | 84.58% | 84.58% |
08/05/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,283 CHF | 74,594 CHF | 85.40% | 85.40% |
07/05/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,052 CHF | 75,517 CHF | 95.20% | 95.20% |
06/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,030 CHF | 81,844 CHF | 81.57% | 81.57% |
03/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,965 CHF | 80,822 CHF | 97.06% | 97.06% |
02/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,211 CHF | 80,904 CHF | 97.98% | 97.98% |
30/04/2024 | 1.59% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,987 CHF | 95,163 CHF | 95.20% | 95.20% |