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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 218,832 CHF | 221,832 CHF | 99.76% | 99.76% |
03/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 221,230 CHF | 224,230 CHF | 100.00% | 100.00% |
02/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 216,938 CHF | 219,938 CHF | 100.00% | 100.00% |
30/04/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 213,092 CHF | 216,092 CHF | 100.00% | 100.00% |
29/04/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 217,846 CHF | 220,846 CHF | 99.89% | 99.89% |
26/04/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 214,522 CHF | 217,522 CHF | 100.00% | 100.00% |
25/04/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 213,280 CHF | 216,280 CHF | 84.44% | 84.44% |
24/04/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 219,727 CHF | 222,727 CHF | 100.00% | 100.00% |
23/04/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 232,887 CHF | 235,887 CHF | 100.00% | 100.00% |
22/04/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 240,692 CHF | 243,692 CHF | 100.00% | 100.00% |