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 | 4.18% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,937 CHF | 61,146 CHF | 98.90% | 98.90% |
10/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 180,197 CHF | 62,566 CHF | 99.36% | 99.36% |
08/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 166,583 CHF | 58,028 CHF | 99.37% | 99.37% |
07/05/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,996 CHF | 59,832 CHF | 99.37% | 99.37% |
06/05/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 156,889 CHF | 54,796 CHF | 99.36% | 99.36% |
03/05/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,623 CHF | 53,041 CHF | 99.18% | 99.18% |
02/05/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,178 CHF | 47,226 CHF | 99.29% | 99.29% |
30/04/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 145,055 CHF | 50,852 CHF | 99.36% | 99.36% |
29/04/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,956 CHF | 48,485 CHF | 99.29% | 99.29% |
26/04/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 131,356 CHF | 46,286 CHF | 99.35% | 99.35% |