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 | 2.98% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,035 CHF | 51,178 CHF | 98.33% | 98.33% |
14/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,740 CHF | 48,414 CHF | 99.36% | 99.36% |
13/05/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 133,783 CHF | 46,094 CHF | 98.93% | 98.93% |
10/05/2024 | 2.97% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,384 CHF | 51,295 CHF | 99.37% | 99.37% |
08/05/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,028 CHF | 50,843 CHF | 99.35% | 99.35% |
07/05/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,327 CHF | 48,276 CHF | 94.71% | 94.71% |
06/05/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,374 CHF | 45,625 CHF | 99.36% | 99.36% |
03/05/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,837 CHF | 48,446 CHF | 99.36% | 99.36% |
02/05/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 127,043 CHF | 43,848 CHF | 99.36% | 99.36% |
30/04/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,704 CHF | 49,068 CHF | 99.36% | 99.36% |