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 | 0.80% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 563,232 CHF | 189,244 CHF | 98.50% | 98.50% |
13/05/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 587,149 CHF | 197,216 CHF | 98.87% | 98.87% |
10/05/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 601,351 CHF | 201,950 CHF | 97.02% | 97.02% |
08/05/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 576,297 CHF | 193,599 CHF | 98.40% | 98.40% |
07/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,320 CHF | 187,940 CHF | 98.90% | 98.90% |
06/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 526,755 CHF | 177,085 CHF | 98.51% | 98.51% |
03/05/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 484,549 CHF | 163,016 CHF | 98.55% | 98.55% |
02/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,423 CHF | 161,641 CHF | 98.18% | 98.18% |
30/04/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 449,828 CHF | 151,443 CHF | 98.72% | 98.72% |
29/04/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,602 CHF | 161,034 CHF | 98.75% | 98.75% |