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 | 2.32% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 320,149 CHF | 109,216 CHF | 99.36% | 99.36% |
13/05/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 322,556 CHF | 110,019 CHF | 98.90% | 98.90% |
10/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 329,086 CHF | 112,195 CHF | 99.38% | 99.38% |
08/05/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,516 CHF | 104,339 CHF | 99.36% | 99.36% |
07/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 315,757 CHF | 107,752 CHF | 99.37% | 99.37% |
06/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,038 CHF | 98,180 CHF | 99.36% | 99.36% |
03/05/2024 | 2.64% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 280,117 CHF | 95,872 CHF | 99.17% | 99.17% |
02/05/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,147 CHF | 85,216 CHF | 99.28% | 99.28% |
30/04/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 266,626 CHF | 91,375 CHF | 99.36% | 99.36% |
29/04/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 251,726 CHF | 86,409 CHF | 99.28% | 99.28% |