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 | 1.67% | 0.57 CHF | 0.58 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 208,240 CHF | 211,740 CHF | 99.99% | 99.99% |
13/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 205,331 CHF | 208,731 CHF | 100.00% | 100.00% |
10/05/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 209,471 CHF | 212,871 CHF | 100.00% | 100.00% |
08/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 340,000 | 340,000 | 339,869 | 339,869 | 222,606 CHF | 226,006 CHF | 99.63% | 99.63% |
07/05/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 350,000 | 350,000 | 349,815 | 349,815 | 210,733 CHF | 214,233 CHF | 100.00% | 100.00% |
06/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 202,131 CHF | 205,631 CHF | 100.00% | 100.00% |
03/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 208,269 CHF | 211,769 CHF | 99.99% | 99.99% |
02/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 222,039 CHF | 225,539 CHF | 99.99% | 99.99% |
30/04/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 222,030 CHF | 225,630 CHF | 100.00% | 100.00% |
29/04/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 350,000 | 350,000 | 349,849 | 349,849 | 217,882 CHF | 221,382 CHF | 100.00% | 100.00% |