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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,862 CHF | 85,954 CHF | 95.26% | 95.26% |
10/05/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 244,667 CHF | 83,556 CHF | 99.24% | 99.24% |
08/05/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,849 CHF | 66,283 CHF | 99.19% | 99.19% |
07/05/2024 | 3.69% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 721,180 | 240,393 | 193,030 CHF | 66,747 CHF | 99.11% | 99.11% |
06/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 749,981 | 249,994 | 204,842 CHF | 70,780 CHF | 99.09% | 99.09% |
03/05/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,885 CHF | 63,462 CHF | 99.11% | 99.11% |
02/05/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,038 CHF | 60,513 CHF | 98.82% | 98.82% |
30/04/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,131 CHF | 69,544 CHF | 99.14% | 99.14% |
29/04/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,763 CHF | 72,088 CHF | 99.07% | 99.07% |
26/04/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,114 CHF | 64,871 CHF | 98.82% | 98.82% |