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 | 1.42% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 372,167 | 124,056 | 259,472 CHF | 87,731 CHF | 99.16% | 99.16% |
13/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 425,509 | 141,836 | 298,084 CHF | 100,780 CHF | 98.53% | 98.53% |
10/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 310,012 | 103,337 | 222,892 CHF | 75,331 CHF | 99.17% | 99.17% |
08/05/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 416,372 | 138,791 | 291,692 CHF | 98,619 CHF | 99.17% | 99.17% |
07/05/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,356 CHF | 103,285 CHF | 97.93% | 97.93% |
06/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,034 CHF | 95,511 CHF | 99.17% | 99.17% |
03/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,657 CHF | 95,719 CHF | 99.17% | 99.17% |
02/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,000 CHF | 91,167 CHF | 99.15% | 99.15% |
30/04/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,076 CHF | 89,859 CHF | 99.17% | 99.17% |
29/04/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,749 CHF | 85,750 CHF | 99.17% | 99.17% |