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 | 1.52% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 393,018 CHF | 133,006 CHF | 99.71% | 99.71% |
14/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 388,959 CHF | 131,653 CHF | 99.59% | 99.59% |
13/05/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,494 CHF | 130,831 CHF | 98.64% | 98.64% |
10/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,474 CHF | 129,825 CHF | 99.72% | 99.72% |
08/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 376,105 CHF | 127,368 CHF | 94.58% | 94.58% |
07/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,059 CHF | 125,686 CHF | 98.03% | 98.03% |
06/05/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,889 CHF | 121,963 CHF | 95.24% | 95.24% |
03/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,034 CHF | 120,011 CHF | 98.31% | 98.31% |
02/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 370,666 CHF | 125,555 CHF | 99.59% | 99.59% |
30/04/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 375,293 CHF | 127,098 CHF | 98.48% | 98.48% |