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 | 1.59% | 0.62 CHF | 0.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 78,220 CHF | 79,470 CHF | 98.90% | 98.90% |
13/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 77,427 CHF | 78,677 CHF | 99.18% | 99.18% |
10/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 75,998 CHF | 77,248 CHF | 93.12% | 93.12% |
08/05/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 78,906 CHF | 80,156 CHF | 98.91% | 98.91% |
07/05/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 74,958 CHF | 76,208 CHF | 99.00% | 99.00% |
06/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 73,814 CHF | 75,064 CHF | 98.99% | 98.99% |
03/05/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 70,562 CHF | 71,812 CHF | 98.51% | 98.51% |
02/05/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 64,918 CHF | 66,168 CHF | 98.84% | 98.84% |
30/04/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 74,452 CHF | 75,702 CHF | 99.18% | 99.18% |
29/04/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 74,795 CHF | 76,045 CHF | 99.05% | 99.05% |