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 | 1.93% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 449,994 | 149,998 | 230,997 CHF | 78,499 CHF | 98.53% | 98.53% |
10/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 384,478 | 128,159 | 203,964 CHF | 69,270 CHF | 99.17% | 99.17% |
08/05/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 426,036 | 142,012 | 218,717 CHF | 74,326 CHF | 99.17% | 99.17% |
07/05/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,624 CHF | 74,708 CHF | 97.93% | 97.93% |
06/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,051 CHF | 66,850 CHF | 99.17% | 99.17% |
03/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,230 CHF | 67,577 CHF | 99.17% | 99.17% |
02/05/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,144 CHF | 63,215 CHF | 99.15% | 99.15% |
30/04/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,703 CHF | 62,068 CHF | 99.17% | 99.17% |
29/04/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,154 CHF | 59,218 CHF | 99.17% | 99.17% |
26/04/2024 | 3.01% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,453 CHF | 50,651 CHF | 99.17% | 99.17% |