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 | 1.98% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,356 CHF | 101,785 CHF | 99.05% | 99.05% |
14/05/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 296,002 CHF | 100,667 CHF | 99.14% | 99.14% |
13/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,973 CHF | 107,991 CHF | 95.27% | 95.27% |
10/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,077 CHF | 105,692 CHF | 99.25% | 99.25% |
08/05/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,078 CHF | 88,359 CHF | 99.17% | 99.17% |
07/05/2024 | 2.63% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 659,865 | 219,955 | 247,305 CHF | 84,635 CHF | 99.08% | 99.08% |
06/05/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 633,435 | 211,145 | 242,529 CHF | 82,955 CHF | 99.06% | 99.06% |
03/05/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 732,582 | 244,194 | 257,819 CHF | 88,382 CHF | 99.08% | 99.08% |
02/05/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,551 CHF | 87,017 CHF | 98.80% | 98.80% |
30/04/2024 | 2.63% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,891 CHF | 96,464 CHF | 99.14% | 99.14% |