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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,434 CHF | 149,434 CHF | 100.00% | 100.00% |
30/04/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 199,853 | 199,853 | 143,397 CHF | 145,397 CHF | 99.99% | 99.99% |
29/04/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,358 CHF | 146,358 CHF | 99.84% | 99.84% |
26/04/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,044 CHF | 151,044 CHF | 99.40% | 99.40% |
25/04/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,914 CHF | 152,914 CHF | 99.99% | 99.99% |
24/04/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 199,976 | 199,976 | 162,889 CHF | 164,889 CHF | 99.54% | 99.54% |
23/04/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,920 CHF | 173,920 CHF | 100.00% | 100.00% |
22/04/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 199,969 | 199,969 | 181,312 CHF | 183,312 CHF | 100.00% | 100.00% |
19/04/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,177 CHF | 163,177 CHF | 100.00% | 100.00% |
18/04/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,884 CHF | 159,884 CHF | 100.00% | 100.00% |