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 | 3.89% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,410 CHF | 65,637 CHF | 99.27% | 99.27% |
13/05/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,842 CHF | 66,781 CHF | 98.81% | 98.81% |
10/05/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,058 CHF | 69,519 CHF | 99.27% | 99.27% |
08/05/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,349 CHF | 61,283 CHF | 99.27% | 99.27% |
07/05/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 185,230 CHF | 64,243 CHF | 99.27% | 99.27% |
06/05/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,092 CHF | 55,197 CHF | 99.27% | 99.27% |
03/05/2024 | 4.72% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,425 CHF | 54,309 CHF | 99.15% | 99.15% |
02/05/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,862 CHF | 47,454 CHF | 99.19% | 99.19% |
30/04/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,247 CHF | 52,916 CHF | 99.27% | 99.27% |
29/04/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,660 CHF | 50,053 CHF | 99.18% | 99.18% |