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 | 2.43% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,250 CHF | 104,250 CHF | 99.36% | 99.36% |
13/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 306,312 CHF | 104,604 CHF | 98.90% | 98.90% |
10/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,988 CHF | 106,163 CHF | 99.37% | 99.37% |
08/05/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,798 CHF | 99,766 CHF | 99.36% | 99.36% |
07/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 299,549 CHF | 102,350 CHF | 99.37% | 99.37% |
06/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,686 CHF | 94,396 CHF | 99.37% | 99.37% |
03/05/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 269,191 CHF | 92,231 CHF | 99.18% | 99.18% |
02/05/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 242,367 CHF | 83,289 CHF | 99.29% | 99.29% |
30/04/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 258,675 CHF | 88,725 CHF | 99.36% | 99.36% |
29/04/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,360 CHF | 85,287 CHF | 99.29% | 99.29% |