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 | 3.11% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 361,327 | 120,442 | 113,746 CHF | 39,120 CHF | 99.16% | 99.16% |
13/05/2024 | 3.47% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,080 CHF | 44,193 CHF | 98.53% | 98.53% |
10/05/2024 | 3.81% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,307 CHF | 40,269 CHF | 99.17% | 99.17% |
08/05/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 120,419 CHF | 41,640 CHF | 99.17% | 99.17% |
07/05/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,488 CHF | 41,329 CHF | 97.93% | 97.93% |
06/05/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,836 CHF | 37,112 CHF | 99.17% | 99.17% |
03/05/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,041 CHF | 37,514 CHF | 99.16% | 99.16% |
02/05/2024 | 4.00% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,644 CHF | 38,381 CHF | 99.13% | 99.13% |
30/04/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,198 CHF | 36,233 CHF | 99.17% | 99.17% |
29/04/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,013 CHF | 38,838 CHF | 99.17% | 99.17% |