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 | 3.90% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 188,428 CHF | 65,309 CHF | 99.70% | 99.70% |
14/05/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 763,597 | 254,532 | 187,761 CHF | 65,132 CHF | 99.57% | 99.57% |
13/05/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 797,745 | 265,915 | 193,371 CHF | 67,116 CHF | 98.71% | 98.71% |
10/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 899,470 | 299,823 | 215,885 CHF | 74,960 CHF | 99.32% | 99.32% |
08/05/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 213,015 CHF | 74,005 CHF | 94.61% | 94.61% |
07/05/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 210,241 CHF | 73,080 CHF | 98.02% | 98.02% |
06/05/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 203,854 CHF | 70,952 CHF | 95.15% | 95.15% |
03/05/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 201,922 CHF | 70,307 CHF | 98.28% | 98.28% |
02/05/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 216,978 CHF | 75,326 CHF | 99.44% | 99.44% |
30/04/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 219,347 CHF | 76,116 CHF | 98.48% | 98.48% |