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 | 1.17% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,906 CHF | 129,135 CHF | 99.25% | 99.25% |
14/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,358 CHF | 127,619 CHF | 99.12% | 99.12% |
13/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,984 CHF | 134,162 CHF | 95.27% | 95.27% |
10/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,426 CHF | 131,975 CHF | 98.84% | 98.84% |
08/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,297 CHF | 114,932 CHF | 99.19% | 99.19% |
07/05/2024 | 1.46% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 506,768 | 168,923 | 343,521 CHF | 116,196 CHF | 99.09% | 99.09% |
06/05/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 461,422 | 153,807 | 320,790 CHF | 108,468 CHF | 99.08% | 99.08% |
03/05/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 571,428 | 190,476 | 371,943 CHF | 125,886 CHF | 99.03% | 99.03% |
02/05/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 379,685 CHF | 128,562 CHF | 98.81% | 98.81% |
30/04/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,766 CHF | 138,589 CHF | 99.12% | 99.12% |