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 | 1.59% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 373,861 CHF | 126,620 CHF | 99.63% | 99.63% |
13/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,677 CHF | 125,892 CHF | 98.60% | 98.60% |
10/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,147 CHF | 124,716 CHF | 99.71% | 99.71% |
08/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,314 CHF | 122,771 CHF | 94.54% | 94.54% |
07/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,882 CHF | 119,627 CHF | 98.03% | 98.03% |
06/05/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,166 CHF | 116,722 CHF | 95.32% | 95.32% |
03/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,255 CHF | 114,752 CHF | 98.35% | 98.35% |
02/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,244 CHF | 120,081 CHF | 99.53% | 99.53% |
30/04/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,187 CHF | 121,062 CHF | 98.61% | 98.61% |
29/04/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,559 CHF | 122,186 CHF | 98.19% | 98.19% |