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 | 1.73% | 0.59 CHF | 0.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 143,522 CHF | 146,022 CHF | 100.00% | 100.00% |
13/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 133,815 CHF | 136,315 CHF | 100.00% | 100.00% |
10/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 126,032 CHF | 128,532 CHF | 100.00% | 100.00% |
08/05/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 129,271 CHF | 131,771 CHF | 100.00% | 100.00% |
07/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 136,279 CHF | 138,779 CHF | 100.00% | 100.00% |
06/05/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 135,949 CHF | 138,449 CHF | 100.00% | 100.00% |
03/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 136,225 CHF | 138,725 CHF | 100.00% | 100.00% |
02/05/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 250,000 | 250,000 | 282,525 | 282,525 | 157,056 CHF | 159,882 CHF | 100.00% | 100.00% |
30/04/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 172,710 CHF | 175,710 CHF | 100.00% | 100.00% |
29/04/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 186,325 CHF | 189,825 CHF | 100.00% | 100.00% |