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 | 1.89% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,085 CHF | 53,434 CHF | 98.69% | 98.69% |
10/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,559 CHF | 54,423 CHF | 99.17% | 99.17% |
08/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,199 CHF | 53,480 CHF | 99.17% | 99.17% |
07/05/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 127,974 CHF | 52,190 CHF | 97.18% | 97.18% |
06/05/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,382 CHF | 49,553 CHF | 99.17% | 99.17% |
03/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,585 CHF | 49,634 CHF | 99.17% | 99.17% |
02/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 117,581 CHF | 48,033 CHF | 99.12% | 99.12% |
30/04/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,257 CHF | 47,503 CHF | 99.16% | 99.16% |
29/04/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 113,671 CHF | 46,468 CHF | 99.17% | 99.17% |
26/04/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 105,045 CHF | 43,018 CHF | 99.17% | 99.17% |