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 | 2.59% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 285,461 | 178,999 | 109,357 CHF | 69,712 CHF | 98.21% | 98.33% |
14/05/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,089 CHF | 75,089 CHF | 99.37% | 99.37% |
13/05/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,242 CHF | 72,242 CHF | 98.93% | 98.93% |
10/05/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 194,316 | 194,316 | 74,036 CHF | 75,979 CHF | 99.37% | 99.37% |
08/05/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 284,355 | 184,834 | 106,431 CHF | 71,220 CHF | 99.35% | 99.35% |
07/05/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,757 CHF | 74,919 CHF | 94.61% | 94.72% |
06/05/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,513 CHF | 75,171 CHF | 99.36% | 99.36% |
03/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,132 CHF | 79,044 CHF | 99.36% | 99.36% |
02/05/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,140 CHF | 75,713 CHF | 99.36% | 99.36% |
30/04/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,421 CHF | 81,474 CHF | 99.36% | 99.36% |