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 | 0.78% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 383,048 CHF | 128,683 CHF | 99.16% | 99.16% |
13/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,514 CHF | 128,505 CHF | 98.53% | 98.53% |
10/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,036 CHF | 130,679 CHF | 99.17% | 99.17% |
08/05/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,614 CHF | 128,205 CHF | 99.17% | 99.17% |
07/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,026 CHF | 125,009 CHF | 97.93% | 97.93% |
06/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,880 CHF | 118,293 CHF | 99.17% | 99.17% |
03/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,229 CHF | 118,743 CHF | 99.16% | 99.16% |
02/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,522 CHF | 114,841 CHF | 99.14% | 99.14% |
30/04/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,655 CHF | 113,552 CHF | 99.17% | 99.17% |
29/04/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,243 CHF | 111,081 CHF | 99.17% | 99.17% |