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 | 1.99% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,719 CHF | 101,573 CHF | 99.70% | 99.70% |
14/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,523 CHF | 100,174 CHF | 99.61% | 99.61% |
13/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,538 CHF | 99,846 CHF | 98.61% | 98.61% |
10/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 289,243 CHF | 98,415 CHF | 99.39% | 99.39% |
08/05/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,427 CHF | 97,142 CHF | 94.63% | 94.63% |
07/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 280,391 CHF | 95,464 CHF | 98.03% | 98.03% |
06/05/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,863 CHF | 93,288 CHF | 95.26% | 95.26% |
03/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,903 CHF | 91,301 CHF | 98.31% | 98.31% |
02/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,085 CHF | 96,695 CHF | 99.56% | 99.56% |
30/04/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,391 CHF | 97,130 CHF | 98.49% | 98.49% |