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 | 3.70% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,209 CHF | 55,070 CHF | 99.70% | 99.70% |
14/05/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,334 CHF | 52,778 CHF | 99.61% | 99.61% |
13/05/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,107 CHF | 52,369 CHF | 98.62% | 98.62% |
10/05/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,699 CHF | 51,900 CHF | 99.71% | 99.71% |
08/05/2024 | 4.20% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 140,116 CHF | 48,705 CHF | 94.58% | 94.58% |
07/05/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,532 CHF | 46,511 CHF | 98.01% | 98.01% |
06/05/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 125,013 CHF | 43,671 CHF | 95.25% | 95.25% |
03/05/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,821 CHF | 42,607 CHF | 98.30% | 98.30% |
02/05/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,131 CHF | 47,377 CHF | 99.56% | 99.56% |
30/04/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,346 CHF | 48,116 CHF | 98.61% | 98.61% |