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 | 2.72% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 743,875 | 247,958 | 270,082 CHF | 92,507 CHF | 99.50% | 99.50% |
14/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 268,960 CHF | 92,153 CHF | 99.63% | 99.63% |
13/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 266,117 CHF | 91,206 CHF | 98.60% | 98.60% |
10/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 262,537 CHF | 90,012 CHF | 99.35% | 99.35% |
08/05/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,272 CHF | 88,924 CHF | 94.57% | 94.57% |
07/05/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,396 CHF | 87,632 CHF | 98.00% | 98.00% |
06/05/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,353 CHF | 85,284 CHF | 95.32% | 95.32% |
03/05/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,764 CHF | 83,755 CHF | 97.92% | 97.92% |
02/05/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,265 CHF | 89,255 CHF | 99.57% | 99.57% |
30/04/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,327 CHF | 89,276 CHF | 98.62% | 98.62% |