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 | 1.99% | 0.53 CHF | 0.54 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 149,978 CHF | 76,489 CHF | 99.16% | 99.16% |
13/05/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 137,445 CHF | 70,223 CHF | 98.53% | 98.53% |
10/05/2024 | 2.33% | 0.46 CHF | 0.47 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 127,679 CHF | 65,340 CHF | 99.17% | 99.17% |
08/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 130,776 CHF | 66,888 CHF | 99.17% | 99.17% |
07/05/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 129,042 CHF | 66,021 CHF | 97.93% | 97.93% |
06/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 118,088 CHF | 60,544 CHF | 99.17% | 99.17% |
03/05/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 300,000 | 150,000 | 314,741 | 150,000 | 123,328 CHF | 60,465 CHF | 99.17% | 99.17% |
02/05/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 324,473 | 150,000 | 128,233 CHF | 61,119 CHF | 99.15% | 99.15% |
30/04/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 300,000 | 150,000 | 374,486 | 150,000 | 142,278 CHF | 58,778 CHF | 99.17% | 99.17% |
29/04/2024 | 2.45% | 0.43 CHF | 0.44 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 121,154 CHF | 62,077 CHF | 99.17% | 99.17% |