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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,979 CHF | 67,493 CHF | 98.81% | 98.81% |
10/05/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,527 CHF | 69,342 CHF | 99.27% | 99.27% |
08/05/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,056 CHF | 64,519 CHF | 99.27% | 99.27% |
07/05/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,385 CHF | 66,628 CHF | 99.27% | 99.27% |
06/05/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,268 CHF | 60,256 CHF | 99.27% | 99.27% |
03/05/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,907 CHF | 59,469 CHF | 99.15% | 99.15% |
02/05/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,991 CHF | 51,497 CHF | 99.19% | 99.19% |
30/04/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,740 CHF | 56,080 CHF | 99.27% | 99.27% |
29/04/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,985 CHF | 53,162 CHF | 99.18% | 99.18% |
26/04/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,082 CHF | 50,194 CHF | 99.25% | 99.25% |