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 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,950 CHF | 99,817 CHF | 99.12% | 99.12% |
13/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,329 CHF | 105,943 CHF | 95.27% | 95.27% |
10/05/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,713 CHF | 104,071 CHF | 99.25% | 99.25% |
08/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 348,834 CHF | 118,278 CHF | 99.12% | 99.12% |
07/05/2024 | 1.92% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,676 CHF | 105,559 CHF | 99.08% | 99.08% |
06/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,461 CHF | 107,487 CHF | 99.03% | 99.03% |
03/05/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,586 CHF | 99,862 CHF | 99.03% | 99.03% |
02/05/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,386 CHF | 96,462 CHF | 98.84% | 98.84% |
30/04/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,368 CHF | 105,456 CHF | 99.19% | 99.19% |
29/04/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,341 CHF | 107,114 CHF | 99.10% | 99.10% |