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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 366,514 CHF | 49,869 CHF | 97.16% | 97.16% |
14/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 354,029 CHF | 48,204 CHF | 93.77% | 93.77% |
13/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 338,079 CHF | 46,077 CHF | 92.13% | 92.13% |
10/05/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 320,017 CHF | 43,669 CHF | 95.34% | 95.34% |
08/05/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 310,270 CHF | 42,369 CHF | 98.58% | 98.58% |
07/05/2024 | 3.65% | 0.29 CHF | 0.30 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 202,012 CHF | 27,935 CHF | 99.24% | 99.24% |
06/05/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 193,580 CHF | 26,811 CHF | 95.69% | 95.69% |
03/05/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 182,874 CHF | 25,383 CHF | 99.09% | 99.09% |
02/05/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 167,589 CHF | 23,345 CHF | 99.08% | 99.08% |
30/04/2024 | 3.58% | 0.24 CHF | 0.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 206,101 CHF | 28,480 CHF | 99.06% | 99.06% |