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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 139,049 CHF | 48,850 CHF | 99.58% | 99.58% |
13/05/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 764,841 | 254,947 | 139,463 CHF | 49,037 CHF | 98.60% | 98.60% |
10/05/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 868,368 | 289,456 | 158,234 CHF | 55,639 CHF | 99.72% | 99.72% |
08/05/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 162,199 CHF | 57,067 CHF | 94.63% | 94.63% |
07/05/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 155,928 CHF | 54,976 CHF | 98.02% | 98.02% |
06/05/2024 | 5.88% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,751 CHF | 52,584 CHF | 95.46% | 95.46% |
03/05/2024 | 5.88% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,646 CHF | 52,549 CHF | 98.63% | 98.63% |
02/05/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,889 CHF | 56,963 CHF | 99.60% | 99.60% |
30/04/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 166,615 CHF | 58,538 CHF | 98.62% | 98.62% |
29/04/2024 | 5.25% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 167,733 CHF | 58,911 CHF | 98.05% | 98.05% |