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 | 2.28% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,704 CHF | 88,901 CHF | 47.53% | 99.43% |
14/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,000 CHF | 88,000 CHF | 4.48% | 99.59% |
13/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,563 CHF | 86,854 CHF | 2.18% | 98.71% |
10/05/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,973 CHF | 85,991 CHF | 99.36% | 99.36% |
08/05/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 243,454 CHF | 83,151 CHF | 94.60% | 94.60% |
07/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,928 CHF | 80,643 CHF | 98.01% | 98.01% |
06/05/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,529 CHF | 77,176 CHF | 95.25% | 95.25% |
03/05/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,093 CHF | 75,031 CHF | 98.15% | 98.15% |
02/05/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,463 CHF | 80,154 CHF | 99.56% | 99.56% |
30/04/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,598 CHF | 81,199 CHF | 98.60% | 98.60% |