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 | 1.73% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,720 CHF | 87,407 CHF | 99.16% | 99.16% |
13/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,343 CHF | 87,614 CHF | 98.53% | 98.53% |
10/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,119 CHF | 90,206 CHF | 99.17% | 99.17% |
08/05/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,683 CHF | 88,061 CHF | 99.17% | 99.17% |
07/05/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,207 CHF | 84,902 CHF | 97.93% | 97.93% |
06/05/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,915 CHF | 77,805 CHF | 99.17% | 99.17% |
03/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,744 CHF | 77,748 CHF | 99.16% | 99.16% |
02/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,179 CHF | 73,893 CHF | 99.15% | 99.15% |
30/04/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,557 CHF | 72,686 CHF | 99.16% | 99.16% |
29/04/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,322 CHF | 68,941 CHF | 99.17% | 99.17% |