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 | 1.32% | 0.75 CHF | 0.76 CHF | 275,000 | 275,000 | 273,794 | 273,794 | 206,653 CHF | 209,391 CHF | 99.99% | 99.99% |
13/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 213,954 CHF | 216,643 CHF | 99.86% | 99.86% |
10/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 270,000 | 270,000 | 272,373 | 272,373 | 212,740 CHF | 215,464 CHF | 100.00% | 100.00% |
08/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 280,000 | 280,000 | 280,430 | 280,430 | 187,949 CHF | 190,754 CHF | 98.93% | 98.93% |
07/05/2024 | 1.67% | 0.65 CHF | 0.66 CHF | 285,000 | 285,000 | 286,159 | 286,159 | 170,886 CHF | 173,750 CHF | 93.19% | 93.19% |
06/05/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 173,874 CHF | 176,726 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 290,000 | 290,000 | 289,367 | 289,367 | 164,346 CHF | 167,239 CHF | 89.88% | 89.88% |
02/05/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 290,000 | 290,000 | 291,133 | 291,133 | 158,308 CHF | 161,219 CHF | 93.27% | 93.27% |
30/04/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 290,000 | 290,000 | 288,354 | 288,354 | 170,501 CHF | 173,386 CHF | 99.99% | 99.99% |
29/04/2024 | 1.98% | 0.60 CHF | 0.61 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 163,350 CHF | 166,368 CHF | 100.00% | 100.00% |