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 | 2.56% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,230 CHF | 59,577 CHF | 99.16% | 99.16% |
13/05/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,167 CHF | 55,556 CHF | 98.53% | 98.53% |
10/05/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,239 CHF | 52,246 CHF | 99.17% | 99.17% |
08/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,885 CHF | 53,128 CHF | 99.17% | 99.17% |
07/05/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,297 CHF | 52,932 CHF | 97.94% | 97.94% |
06/05/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,350 CHF | 49,284 CHF | 99.17% | 99.17% |
03/05/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,192 CHF | 49,231 CHF | 99.16% | 99.16% |
02/05/2024 | 3.08% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,098 CHF | 49,533 CHF | 99.15% | 99.15% |
30/04/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,180 CHF | 48,227 CHF | 99.17% | 99.17% |
29/04/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,945 CHF | 50,482 CHF | 99.17% | 99.17% |