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 | 1.46% | 0.71 CHF | 0.72 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 203,932 CHF | 103,466 CHF | 99.16% | 99.16% |
13/05/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 192,324 CHF | 97,662 CHF | 98.53% | 98.53% |
10/05/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 182,746 CHF | 92,873 CHF | 99.17% | 99.17% |
08/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 185,247 CHF | 94,123 CHF | 99.17% | 99.17% |
07/05/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 183,950 CHF | 93,475 CHF | 97.93% | 97.93% |
06/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300,000 | 150,000 | 394,142 | 150,000 | 227,637 CHF | 88,307 CHF | 99.17% | 99.17% |
03/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 300,000 | 150,000 | 403,450 | 150,000 | 231,437 CHF | 87,970 CHF | 99.16% | 99.16% |
02/05/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 424,021 | 150,000 | 244,571 CHF | 88,159 CHF | 99.15% | 99.15% |
30/04/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 449,560 | 150,000 | 253,813 CHF | 86,193 CHF | 99.17% | 99.17% |
29/04/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300,000 | 150,000 | 423,793 | 150,000 | 247,629 CHF | 89,339 CHF | 99.17% | 99.17% |