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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,129 CHF | 55,376 CHF | 98.53% | 98.53% |
10/05/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,180 CHF | 58,060 CHF | 99.16% | 99.16% |
08/05/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,728 CHF | 57,576 CHF | 99.17% | 99.17% |
07/05/2024 | 3.73% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,896 CHF | 54,632 CHF | 97.93% | 97.93% |
06/05/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,304 CHF | 48,435 CHF | 99.17% | 99.17% |
03/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,062 CHF | 48,021 CHF | 99.17% | 99.17% |
02/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,357 CHF | 45,786 CHF | 99.14% | 99.14% |
30/04/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,795 CHF | 44,932 CHF | 99.17% | 99.17% |
29/04/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 661,774 | 220,591 | 132,573 CHF | 46,397 CHF | 99.17% | 99.17% |
26/04/2024 | 5.68% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 749,338 | 249,779 | 128,355 CHF | 45,283 CHF | 99.17% | 99.17% |