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 | 2.12% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 280,080 CHF | 95,360 CHF | 99.69% | 99.69% |
14/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 275,624 CHF | 93,875 CHF | 99.64% | 99.64% |
13/05/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,709 CHF | 92,903 CHF | 98.64% | 98.64% |
10/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 270,231 CHF | 92,077 CHF | 99.44% | 99.44% |
08/05/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 262,728 CHF | 89,576 CHF | 94.56% | 94.56% |
07/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,743 CHF | 86,914 CHF | 98.02% | 98.02% |
06/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,940 CHF | 84,313 CHF | 95.27% | 95.27% |
03/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 242,401 CHF | 82,800 CHF | 98.34% | 98.34% |
02/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,989 CHF | 87,663 CHF | 99.57% | 99.57% |
30/04/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,409 CHF | 88,803 CHF | 98.44% | 98.44% |