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 | 3.14% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,981 CHF | 64,660 CHF | 99.72% | 99.72% |
14/05/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,215 CHF | 63,072 CHF | 99.61% | 99.61% |
13/05/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,549 CHF | 62,516 CHF | 98.71% | 98.71% |
10/05/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,020 | 200,007 | 180,205 CHF | 62,069 CHF | 99.72% | 99.72% |
08/05/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 749,032 | 249,677 | 221,127 CHF | 76,206 CHF | 94.58% | 94.58% |
07/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 746,076 | 248,692 | 211,947 CHF | 73,136 CHF | 98.02% | 98.02% |
06/05/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,367 CHF | 70,956 CHF | 95.25% | 95.25% |
03/05/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,036 CHF | 70,179 CHF | 98.57% | 98.57% |
02/05/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,509 CHF | 75,003 CHF | 99.56% | 99.56% |
30/04/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,593 CHF | 76,364 CHF | 98.47% | 98.47% |